Yurchenko I.V., Yasynskyy V.K. Stochastic (B,S)-Market under the Action of External Disturbances of the Random Value Type // Modern Scientific Researches.– 2020.– Iss. 13, Part 2.– P. 32–39.
Abstract
Stochastic linear models of the value of bonds and shares in the form of linear diffusion stochastic Gikhman-Ito differential equations are investigated. Algorithms for implementing the solutions of these equations are given.