MODELING OF THE PROGRAMMED CONTROL WITH PROBABILITY 1 FOR SOME FINANCIAL TASKS (Q5230740): Difference between revisions
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Latest revision as of 20:23, 5 March 2024
scientific article; zbMATH DE number 7099435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELING OF THE PROGRAMMED CONTROL WITH PROBABILITY 1 FOR SOME FINANCIAL TASKS |
scientific article; zbMATH DE number 7099435 |
Statements
MODELING OF THE PROGRAMMED CONTROL WITH PROBABILITY 1 FOR SOME FINANCIAL TASKS (English)
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28 August 2019
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programmed control with probability 1
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stochastic Itô's equation with jumps
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first integral of system of the Itô equations
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investment portfolio model
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interest rate model
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