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Development and calibration of a currency trading strategy using global optimization
(Springer Science+Business Media, 2013-06)
We have developed a new financial indicator—called the Interest Rate Differentials Adjusted for Volatility (IRDAV) measure—to assist investors in currency markets. On a monthly basis, we rank currency pairs according to ...
An approximation of stochastic hyperbolic equations: case with Wiener process
In the present paper, the two-step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In ...
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