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Mathematical Modeling of the Consumer Loan Market in Russia under Sanctions

The article develops and investigates a new model for the formation of interest rates on consumer loans based on an analysis of commercial interests and the logic of behavior of commercial banks. The model assumes that the borrowers’ incomes are described by a geometric Brownian motion. Commercial b...

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Detalles Bibliográficos
Autores principales: Trusov, N. V., Shananin, A. A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Pleiades Publishing 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10021061/
http://dx.doi.org/10.1134/S1064562422700119