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Statistics of Financial Stochastic Models

  • Anatoly Swishchuk
Part of the Mathematics and Its Applications book series (MAIA, volume 504)

Abstract

In this chapter we consider filtering, interpolation and extrapolation problems for financial stochastic model of (B, S, X)-incomplete securities market, or (B, S)- securities market with incomplete information [141, 142].

Keywords

Stochastic Model Incomplete Information Renewal Process Wiener Process Risky Asset 
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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Anatoly Swishchuk
    • 1
  1. 1.Institute of MathematicsNational Academy of SciencesKievUkraine

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