 The n-th degree products of costs and volumes of trades, performed by economic agents during interval { \Delta } determine price n-th statistical moments. First two price statistical moments define volatility . To model volatility one needs description of the squares of trades aggregated during interval \Delta%DIFDELCMD < }%%% . To describe price probability one needs all n-th statistical moments of price but that is almost impossible.
<clarity>  The n-th degree products of costs and volumes of trades, performed by economic agents during interval { \Delta } determine price n-th statistical moments. First two price statistical moments define volatility . To model volatility one needs description of the squares of trades aggregated during interval \Delta%DIFDELCMD < }%%% . To describe price probability one needs all n-th statistical moments of price but that is almost impossible.
 The n-th degree products of costs and volumes of trades, performed by economic agents during interval { \Delta } \Delta%DIFDELCMD < }%%% . To describe price probability one needs all n-th statistical moments of price but that is almost impossible.