Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty (Q2016682)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty |
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Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty (English)
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20 June 2014
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Summary: The paper develops a mathematical model of foreign currency exchange market in the form of a stochastic linear differential equation with coefficients depending on a semi-Markov process. The boundaries of the domain of its instability is determined by using moment equations.
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