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Trudy SPIIRAN, 2011, Issue 17, Pages 5–32 (Mi trspy429)  
This article is cited in 1 scientific paper (total in 1 paper)

Modeling of trading assets quotations

A. A. Musaev

St. Petersburg Institute for Informatics and Automation of RAS
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Abstract: The problem of the modeling of trading assets quoted at the currency markets, shares etc. is considered. The historical review of quotations’ process models evolution is presented. Critical analysis of the basic approaches in the decision of the given problem is carried out. Numerical researches specifying structure of price formation process are presented.
Keywords: quotations of actives, modeling, non-stationary process, chaotic process.
Received: 28.03.2011
Accepted: 29.09.2011
Document Type: Article
UDC: 62-501.12
Language: Russian
Citation: A. A. Musaev, “Modeling of trading assets quotations”, Tr. SPIIRAN, 17 (2011), 5–32
Citation in format AMSBIB
\Bibitem{Mus11}
\by A.~A.~Musaev
\paper Modeling of trading assets quotations
\jour Tr. SPIIRAN
\yr 2011
\vol 17
\pages 5--32
\mathnet{http://mi.mathnet.ru/trspy429}
Linking options:
  • https://www.mathnet.ru/eng/trspy429
  • https://www.mathnet.ru/eng/trspy/v17/p5
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Informatics and Automation
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    Abstract page:300
    Full-text PDF :268
    References:43
    First page:1
     
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