金融资产动态数值模型

Eimutis Valakevičius
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引用次数: 0

摘要

本文提出了一种用连续时间、状态集可数的马尔可夫过程对资产价格动态建模的算法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Finansinių aktyvų dinamikos skaitmeninis modelis
In the article is proposed the algorithm how to model the dynamics of asset prices by Markov process with continuous time and countable set of states.
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