Stabilization of jump values of stocks and bonds in the \((B,S)\)-market model

zbMATH Open1289.91184MaRDI QIDQ2850848

V. K. Yasins'kyj, I. V. Yurchenko, Ye. V. Yasinskij

Publication date: 1 October 2013

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstabilizationLyapunov-Krasovskii functional\((B,S)\)-market

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

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

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