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FREQUENTLY USED SYMBOLS

Оглавление

Г– agent width

MOEX – Moscow Exchange

BRENT – Brent oil futures

C – normalization factors

D – demand

D(t, p, q) – probabilistic market demand function

D0(t) – total market demand function

ICE – Intercontinental Exchange Futures Europe

F(t, p, q) – probabilistic market deal function

M(t)– number of supply quotations

N(t) – number of demand quotations

MTV(t) – probabilistic market trade volume

P – price

p – independent price variable

pM – probabilistic market price

q – independent quantity variable

qM– probabilistic market quantity

Q – quantity

PQ – price and quantity

S – supply

SBER – Sberbank shares

S D – supply and demand

S(t, p, q) – probabilistic market supply function

S0(t) – total market supply function

t – independent time variable

TV(t) – trade volume

T – time

USD/RUB – USD/RUB futures at MOEX: U.S. dollars are traded for Russian rubles (₽).

Probabilistic Theory of Stock Exchanges

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