Model stability of foreign bank currency transactions

MaRDI QIDQ2897494zbMATH OpenFDO

Authors Irada Dzhalladova, A. O. Kharlamov

Publication date 16 July 2012

Published in Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

differential equationsstability boundsforeign exchange marketsemi-Markov processbanking currency transactions

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cited in

(4)

• A model of international trade in banking services
• Analytic solutions of a stochastic banking model with upper truncated amount of withdrawals
• Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty
• Foreign Currency Inventory Management in a Branch Bank

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