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...
| Main Authors: | , |
|---|---|
| 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 |