Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty
DOI10.1155/2013/172847zbMATH Open1294.91144OpenAlexW2055341257WikidataQ58915430 ScholiaQ58915430MaRDI QIDQ2016682FDOQ2016682
Authors: Josef Diblík, Irada Dzhalladova, Mária Michalková, Miroslava Růžičková 
Publication date: 20 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/172847
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Macroeconomic theory (monetary models, models of taxation) (91B64) Markov renewal processes, semi-Markov processes (60K15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- Modeling of applied problems by stochastic systems and their analysis using the moment equations
- Numerical method for a Markov-modulated risk model with two-sided jumps
- Dynamics analysis of a class of delayed economic model
- Model of stabilizing of the interest rate on deposits banking system using by moment equations
- Title not available (Why is that?)
Cited In (5)
- A theory of exchange rate modeling
- Dynamic system with random structure for modeling security and risk management in cyberspace
- Solution to a stochastic pursuit model using moment equations
- Stochastic model of drug concentration level during IV-administration
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