Моделювання змін цін фінансових активів

A model of process for financial assets — prices changing on market is presented. The way of the model's construction is described, its economic interpretation, a moments of the process are obtained, its behavior in limit case is investigated. For comparison with the given model examples of oth...

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Збережено в:
Бібліографічні деталі
Дата:2019
Автор: Bondarenko, Ju. V.
Формат: Стаття
Мова:rus
Опубліковано: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2019
Онлайн доступ:http://journal.iasa.kpi.ua/article/view/176469
Теги: Додати тег
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Назва журналу:System research and information technologies

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System research and information technologies
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Резюме:A model of process for financial assets — prices changing on market is presented. The way of the model's construction is described, its economic interpretation, a moments of the process are obtained, its behavior in limit case is investigated. For comparison with the given model examples of other models are presented.