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Information × Registration Number 0304U004016, 0102U001901 , R & D reports Title Stochastic modeling of evolutions of the financial credit Instruments and adjoining problems. popup.stage_title Умови безарбітражності BS-ринку цінних паперів. Оцінки цін опціонів. Head Bondarev B.V., Registration Date 01-03-2004 Organization Donetsk National University popup.description2 The tasks of optimization and estimation of unknown parameters in the patterns circumscribing financial streams are construed. The task of construction is construed on the basis of a statistician of a quantile of the given level for an aleatory variable, which structure known is a nonrandom function from several casual independent in aggregate binomial magnitudes with unknown, but constant probability of success. The common pattern of dynamics of the price of the share is construed, in a case if the price of the share is described by the pattern of a diffusion with saltuses. Is exhibited, that the optimum control of a limiting system will be - sufficient for an initial system. Product Description popup.authors popup.nrat_date 2020-04-02 Close