The Kurzweil integral in financial market modeling
Certain financial market strategies are known to exhibit a hysteretic structure similar to the memory observed in plasticity, ferromagnetism, or magnetostriction. The main difference is that in financial markets, the spontaneous occurrence of discontinuities in the time evolution has to be taken int...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics of the Czech Academy of Science
2016-07-01
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| Series: | Mathematica Bohemica |
| Subjects: | |
| Online Access: | http://mb.math.cas.cz/full/141/2/mb141_2_9.pdf |