Stabilization of jump values of stocks and bonds in the \((B,S)\)-market model
type: Item
instance of: scholarly article
zbMATH Open document ID: 1289.91184
publication date: 2013-10-01T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 6213068
zbMATH Keywords: \((B,S)\)-market
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Lyapunov-Krasovskii functional
zbMATH Keywords: stabilization
MaRDI profile type: Publication
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author: V. K. Yasins'kyj
author: Ye. V. Yasinskij
author: I. V. Yurchenko
title: Stabilization of jump values of stocks and bonds in the \((B,S)\)-market model
published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka
description: scientific article; zbMATH DE number 6213068