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.
Yurchenko, Igor Valeryjovych
Yasynskyy, Volodymyr Kyryllovych
MetadataShow full item record
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.