A non-linear model of trading mechanism on a financial market (2013)
- Authors:
- Autor USP: BELITSKY, VLADIMIR - IME
- Unidade: IME
- Subjects: EQUAÇÕES DIFERENCIAIS; EQUAÇÕES DIFERENCIAIS NÃO LINEARES; EQUAÇÕES DIFERENCIAIS ORDINÁRIAS; PROCESSOS DE MARKOV
- Keywords: Differential equations; Market model; Markov process
- Language: Inglês
- Imprenta:
- Source:
- Título: Markov Processes and Related Fields
- ISSN: 1024-2953
- Volume/Número/Paginação/Ano: v. 19, n. 1, p. 83-98, 2013
-
ABNT
BELITSKY, Vladimir e SUHOV, Yu. M e VVEDENSKAYA, N. D. A non-linear model of trading mechanism on a financial market. Markov Processes and Related Fields, v. 19, n. 1, p. 83-98, 2013Tradução . . Disponível em: https://math-mprf.org/journal/articles/id1290/. Acesso em: 11 mar. 2026. -
APA
Belitsky, V., Suhov, Y. M., & Vvedenskaya, N. D. (2013). A non-linear model of trading mechanism on a financial market. Markov Processes and Related Fields, 19( 1), 83-98. Recuperado de https://math-mprf.org/journal/articles/id1290/ -
NLM
Belitsky V, Suhov YM, Vvedenskaya ND. A non-linear model of trading mechanism on a financial market [Internet]. Markov Processes and Related Fields. 2013 ; 19( 1): 83-98.[citado 2026 mar. 11 ] Available from: https://math-mprf.org/journal/articles/id1290/ -
Vancouver
Belitsky V, Suhov YM, Vvedenskaya ND. A non-linear model of trading mechanism on a financial market [Internet]. Markov Processes and Related Fields. 2013 ; 19( 1): 83-98.[citado 2026 mar. 11 ] Available from: https://math-mprf.org/journal/articles/id1290/ - On the Bartlett spectrum of randomized Hawkes processes
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