Geometric Brownian motion and Ornstein-Uhlenbeck process modeling banks' deposits (Q5090702)
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scientific article; zbMATH DE number 7560549
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| English | Geometric Brownian motion and Ornstein-Uhlenbeck process modeling banks' deposits |
scientific article; zbMATH DE number 7560549 |
Statements
20 July 2022
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geometric Brownian motion
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Ornstein-Uhlenbeck process
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stochastic control
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banks' deposits
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calibration
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Kolmogorov-Smirnov test
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0.7164930105209351
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0.7145503163337708
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