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