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Список литературы
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Hull J., Option Futures and other Derivative Securities, Prentice-Hall, NJ, 1999 |
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Гихман И. И., Скороход А. В., Введение в теорию случайных процессов, Наука, М., 1977  |
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Bollerslev T., Engle R. F., Nelson D. B., ARCH Models, University of California, San Diego, 1993 |
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Lucas J. M., Sacucci M. S., “Exponentially Weighted Moving Average Control Schemes: Properties and
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