Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty (Q2016682)
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scientific article; zbMATH DE number 6306095
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| English | Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty |
scientific article; zbMATH DE number 6306095 |
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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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0.7854380011558533
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0.7452484965324402
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0.7451246380805969
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0.7231335639953613
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