A model of process for financial assets’ prices changing

Authors

  • Ju. V. Bondarenko

Abstract

A model of process for financial assets — prices changing on market is presented. The way of the model's construction is described, its economic interpretation, a moments of the process are obtained, its behavior in limit case is investigated. For comparison with the given model examples of other models are presented.

Author Biography

Ju. V. Bondarenko

Bondarenko Ju.V.

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Issue

No. 3 (2002)

Section

Mathematical methods, models, problems and technologies for complex systems research

License

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