Methods of simulation mathematical modeling of the Russian derivatives market in modern times
Introduction. The paper is devoted to simulation modeling. Basic methods of the simulation mathematical modeling in the derivatives market are described. A group of realistic nonGaussian Levy processes that generalize the classical BlackScholes model is considered. The work objective is to study the...
שמור ב:
| Main Authors: | , |
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| פורמט: | Article |
| שפה: | רוסית |
| יצא לאור: |
Don State Technical University
2019-12-01
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| סדרה: | Advanced Engineering Research |
| נושאים: | |
| גישה מקוונת: | https://www.vestnik-donstu.ru/jour/article/view/1602 |
| תגים: |
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