Geometric Brownian motion and Ornstein-Uhlenbeck process modeling banks' deposits

MaRDI QIDQ5090702zbMATH OpenFDO

Authors Elena Cristina Canepa, Cristina Şerbănescu

Publication date 20 July 2022

zbMATH Keywords

Ornstein-Uhlenbeck processcalibrationgeometric Brownian motionstochastic controlKolmogorov-Smirnov testbanks' deposits

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic models in economics (91B70) Actuarial science and mathematical finance (91G99)

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(1)

• scientific article; zbMATH DE number 1988033 (Why is no real title available?)

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