art01.pdf

Condensed Matter Physics, 2000, Vol. 3, No. 3(23), pp. 461496

Mathematical model of a stock market

N.S.GoncharBogolubov Institute for Theoretical Physicsof the National Academy of Sciences of Ukraine,14

Metrolohichna Str., 252143 Kyiv, Ukraine

Received May 30, 2000

In this paper we construct a mathematical model of securities market. Theresults obtained are a good basis for an analysis of any stock market.

Key words: random process, effective stock market, option pricing

PACS: 02.50.+s, 05.40.+j

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Documents

art01.pdf