Convergence for step line processes under summation of random indicators and models of market pricing.

Chuprunov, A.N., and Rusakov, O.V.. "Convergence for step line processes under summation of random indicators and models of market pricing.." Lobachevskii Journal of Mathematics 12 (2003): 11-39. <http://eudml.org/doc/228652>.

@article{Chuprunov2003,
author = {Chuprunov, A.N., Rusakov, O.V.},
journal = {Lobachevskii Journal of Mathematics},
keywords = {random step lines; random broken lines; functional limit theorems for integrals; models of the financial market},
language = {eng},
pages = {11-39},
publisher = {Maik Nauka/Interperiodica (Pleiades Publishing); Springer, New York},
title = {Convergence for step line processes under summation of random indicators and models of market pricing.},
url = {http://eudml.org/doc/228652},
volume = {12},
year = {2003},
}

TY - JOUR
AU - Chuprunov, A.N.
AU - Rusakov, O.V.
TI - Convergence for step line processes under summation of random indicators and models of market pricing.
JO - Lobachevskii Journal of Mathematics
PY - 2003
PB - Maik Nauka/Interperiodica (Pleiades Publishing); Springer, New York
VL - 12
SP - 11
EP - 39
LA - eng
KW - random step lines; random broken lines; functional limit theorems for integrals; models of the financial market
UR - http://eudml.org/doc/228652
ER -