The Kurzweil integral in financial market modeling

0459263 - MÚ 2017 RIV CZ eng J - Journal Article
Krejčí, Pavel - Lamba, H. - Monteiro, Giselle Antunes - Rachinskii, D.
The Kurzweil integral in financial market modeling.
Mathematica Bohemica. Roč. 141, č. 2 (2016), s. 261-286. ISSN 0862-7959
R&D Projects: GA ČR(CZ) GA15-12227S
Institutional support: RVO:67985840
Keywords : hysteresis * Prandtl-Ishlinskii operator * Kurzweil integral
OECD category: Pure mathematics
http://hdl.handle.net/10338.dmlcz/145715
Permanent Link: http://hdl.handle.net/11104/0259487