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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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Bibliographic Details
Date:2019
Main Author: Bondarenko, Ju. V.
Format: Article
Language:Russian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2019
Online Access:http://journal.iasa.kpi.ua/article/view/176469
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Journal Title:System research and information technologies

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System research and information technologies

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