MODELING OF THE PROGRAMMED CONTROL WITH PROBABILITY 1 FOR SOME FINANCIAL TASKS
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Publication:5230740
DOI10.25587/SVFU.2018.1.12766zbMath1438.60073MaRDI QIDQ5230740
A. P. Petrova, Elena V. Karachanskaya
Publication date: 28 August 2019
Published in: Журнал «Математические заметки СВФУ» (Search for Journal in Brave)
interest rate modelfirst integral of system of the Itô equationsinvestment portfolio modelprogrammed control with probability 1stochastic Itô's equation with jumps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Portfolio theory (91G10)
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