Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty
Joint Authors
Dzhalladova, Irada
Diblík, Josef
Michalková, Mária
Růžičková, Miroslava
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-12
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
The paper develops a mathematical model of foreign currency exchange market in the form of a stochastic linear differential equation with coefficients depending on a semi-Markov process.
The boundaries of the domain of its instability is determined by using moment equations.
American Psychological Association (APA)
Diblík, Josef& Dzhalladova, Irada& Michalková, Mária& Růžičková, Miroslava. 2013. Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-11.
https://search.emarefa.net/detail/BIM-451690
Modern Language Association (MLA)
Diblík, Josef…[et al.]. Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty. Abstract and Applied Analysis No. 2013 (2013), pp.1-11.
https://search.emarefa.net/detail/BIM-451690
American Medical Association (AMA)
Diblík, Josef& Dzhalladova, Irada& Michalková, Mária& Růžičková, Miroslava. Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-11.
https://search.emarefa.net/detail/BIM-451690
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-451690
