Re: Nonlinear models
- From: Roger Bagula <rlbagula@xxxxxxxxxxxxx>
- Date: Fri, 08 Dec 2006 15:27:33 GMT
Dima Kozlov wrote:
I need exampels of grain market. This models, as i am thinking, must behttp://www.math.yale.edu/mandelbrot/printedbooks.html
distridution and have nonlinear time dependence from state price adjustment
(for example). I also think that models not be econometrical, it models is
math. economy.
/Fractals and Scaling in Finance:
Discontinuity, Concentration, Risk/
<http://www.springeronline.com/sgw/cda/frontpage/0,11855,4-40109-22-1587911-0,00.html>New York: Springer, 1997, x+551pp.
$39.95
.
- References:
- Nonlinear models
- From: Dima Kozlov
- Nonlinear models
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