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Publications in Math-Net.Ru |
Citations |
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2010 |
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M. Yu. Romanovsky, P. V. Vidov, V. A. Pyrkin, “Is a tick an elementary jump in a random walks scheme on the stock market?”, Computer Research and Modeling, 2:2 (2010), 219–223 |
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2011 |
2. |
P. V. Vidov, M. Yu. Romanovsky, “Nonclassical random walks and the phenomenology of fluctuations of securities returns in the stock market”, UFN, 181:7 (2011), 774–778 ; Phys. Usp., 54:7 (2011), 749–753 |
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Organisations |
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