Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty

DOI10.1155/2013/172847MaRDI QIDQ2016682zbMATH OpenOpenAlexWikidataFDO

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)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/172847

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Markov renewal processes, semi-Markov processes (60K15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 6280557 (Why is no real title available?)
• Dynamics analysis of a class of delayed economic model
• Model of stabilizing of the interest rate on deposits banking system using by moment equations
• 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

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
• Model stability of foreign bank currency transactions
• Stochastic model of drug concentration level during IV-administration

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