Analytical and Computational Study of Economic Dynamical Processes by Methods of Wave Dynamics
AbstractBy methods of wave dynamics nonlinear equations for economic dynamical processes are derived. They deal both with the transition probabilities of Markov diffusion processes and the ones of random functions values. By using the mean curves of variations of random functions values with respect to time the nonlinear equations coefficients are ob-tained. Analytic and numerical solutions for several economic problems, such as the Black-Sholes precise bonds dynam-ics problem and others are found
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Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 13 (2009)
Issue (Month): 1 ()
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Web page: http://appliedeconometrics.cemi.rssi.ru/
Markov diffusion processes; Black-Scholes model;
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