scientific article; zbMATH DE number 1988033

MaRDI QIDQ4430174zbMATH OpenFDO

Authors I. V. Vishnyakov

Publication date 5 October 2003

zbMATH Keywords

bank depositsdynamical modelsstochastic models

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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• Optimal payments to connected depositors in turbulent times: a Markov chain approach
• Panel data modeling of bank deposits
• The dynamical system of the deposit and loan volumes of a commercial bank containing interbank lending and saving factors
• About one approach to the modelling of complex systems
• Analytic solutions of a stochastic banking model with upper truncated amount of withdrawals
• Modeling the stochastic dynamics of Zakaat
• Dynamics of bank's balance sheet: a system of deterministic and stochastic differential equations approach
• On a stochastic model for a cooperative banking scheme for microcredit
• Geometric Brownian motion and Ornstein-Uhlenbeck process modeling banks' deposits
• Mathematical model of banking operation

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