Econometric options of the (B,S,I)-market models

Abstract

In the article (В,S-market conception was analyzed in current research. The criticism of binomial model (В^-market is presented. Possibilities of adequate model representation of stock market with use of the device of econometric modeling in the conditions of a hypothesis of alternative expectations are investigated. Some special econometric (B,S,I)-market models are developedwhich reflect the set investment properties.