IDEAS home Printed from https://ideas.repec.org/a/wly/jnlaaa/v2013y2013i1n172847.html

Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty

Author

Listed:
  • Josef Diblík
  • Irada Dzhalladova
  • Mária Michalková
  • Miroslava Růžičková

Abstract

The paper develops a mathematical model of foreign currency exchange market in the form of a stochastic linear differential equation with coefficients depending on a semi‐Markov process. The boundaries of the domain of its instability is determined by using moment equations.

Suggested Citation

  • Josef Diblík & Irada Dzhalladova & Mária Michalková & Miroslava Růžičková, 2013. "Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    • Handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:172847
    DOI: 10.1155/2013/172847
    as

    Download full text from publisher

    File URL: https://doi.org/10.1155/2013/172847
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2013/172847?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Chuangxia Huang & Changlin Peng & Xiaohong Chen & Fenghua Wen, 2013. "Dynamics Analysis of a Class of Delayed Economic Model," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    2. Chuangxia Huang & Changlin Peng & Xiaohong Chen & Fenghua Wen, 2013. "Dynamics Analysis of a Class of Delayed Economic Model," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-12, April.
    3. Tapan Biswas, 2012. "Stochastic Dominance and Comparative Risk Aversion," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 4(1), pages 105-122, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zigen Ouyang & Hongliang Liu, 2014. "Solvability for a Fractional Order Three‐Point Boundary Value System at Resonance," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    2. Jian Liu & Lizhao Yan, 2014. "Multiple Solutions of Second‐Order Damped Impulsive Differential Equations with Mixed Boundary Conditions," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    3. Zhifeng Dai, 2014. "Extension of Modified Polak‐Ribière‐Polyak Conjugate Gradient Method to Linear Equality Constraints Minimization Problems," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    4. Dongmei Guo & Yi Hu & Bingjie Zhang, 2014. "Carbon Market Regulation Mechanism Research Based on Carbon Accumulation Model with Jump Diffusion," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-7, May.
    5. Liu, Zhifeng & Zhang, Tingting & Li, Wenquan & Kuang, Xiong, 2018. "The neighborhood effects of provincial-level stock market participation in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 459-468.
    6. Raquel M. Gaspar, 2016. "On Path–dependency of Constant Proportion Portfolio Insurance strategies," EcoMod2016 9381, EcoMod.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:172847. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://onlinelibrary.wiley.com/journal/4058 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.