Geodesic
Stochastic wave models of prices of various financial instruments
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 5 (2002) no. 2, pp. 93-100

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We consider various mathematical models of prices of stocks, currencies, and financial futures in the form of the stochastic differential equations, with allowance for the wave nature of the dynamics of prices on the stock, the exchange, and the futures markets. The way of calculation of estimates of parameters of one model and an example of calculation by the real price observations are presented. 
@article{SJVM_2002_5_2_a0,
     author = {S. S. Artem'ev and M. A. Yakunin},
     title = {Stochastic wave models of prices of various financial instruments},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {93--100},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2002_5_2_a0/}
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S. S. Artem'ev; M. A. Yakunin. Stochastic wave models of prices of various financial instruments. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 5 (2002) no. 2, pp. 93-100. http://geodesic.mathdoc.fr/item/SJVM_2002_5_2_a0/