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Therefore, a market price process with adjustable parameters has been implemented.
Previous works, however, focus either on market news purely as exogenous factors that tend to lead price process or on the analysis of how past stock price process can affect future stock returns.
The interaction between stock price process and market news has been widely analyzed by investors on different markets.
We conduct an empirical analysis of three recently proposed and widely used models for electricity spot price process.
"Price dynamics and borrowing rates" section provides the dynamics of the CDS price process and analyzes borrowing rates.
Shiryaev et al. (2008) address the optimal stopping issue in an equity market by considering a log-normal price process.
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It then buys the cotton from them at less than half the market price, processes it in state-owned mills and sells it at full price in the international market.
Second, we incorporated the complementary role of energy prices in food price processes.
Thus we model price development as a combination of link price processes modified by prices for equivalent QoS routes.
Finally, the results highlight the importance of seasonal factors in the Uganda food price processes.
All value and price processes are modeled as semimartingales in a càdlàg version.
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