Methods of PC realization of the stochastic models of stock and bond values

zbMATH Open0958.91024MaRDI QIDQ2703347

Ye. V. Yasyns'kyj

Publication date: 1 March 2001

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

stochastic modelsapproximate valuestock and bond values

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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