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...

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Bibliographic Details
Main Authors: T. A. Karpinskaya, O. E. Kudryavtsev
Format: Article
Language:Russian
Published: Don State Technical University 2019-12-01
Series:Advanced Engineering Research
Subjects:
Online Access:https://www.vestnik-donstu.ru/jour/article/view/1602
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