A possible approach to a mathematical description of some financial time series has been suggested. Generally simulation of such series requires a great body of data. In order to solve this problem, a general behavior of trajectories in the vicinity of stationary points has been considered, which made it possible to plot a mathematical model accurate to within a finite number of parBI11eters. An effective technique of estimating these parameters has been described.
Department of Physics of Polymers and Crystals, Faculty of Physics, Moscow State University, Leninskie Gory, Moscow, 119992, Russia
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