MODELING OF THE PROGRAMMED CONTROL WITH PROBABILITY 1 FOR SOME FINANCIAL TASKS (Q5230740): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:21, 8 February 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)
0 references
28 August 2019
0 references
programmed control with probability 1
0 references
stochastic Itô's equation with jumps
0 references
first integral of system of the Itô equations
0 references
investment portfolio model
0 references
interest rate model
0 references
