Simulating stochastic diffusion processes and processes with ``market time

DOI10.18523/2617-70803202025-30MaRDI QIDQ6568599zbMATH OpenFDO

Authors K. Boluh, Nataliya Yu. Shchestyuk

Publication date 8 July 2024

Published in Mogylyans'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

zbMATH Keywords

stochastic processdiffusion modelscomputer modellingsimulatingfractal ``market time

Mathematics Subject Classification ID

Diffusion processes (60J60) Financial markets (91G15) Stochastic models in economics (91B70)

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Cited in

(1)

• Unified moment-based modeling of integrated stochastic processes

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