Abstract
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Özet
In this study, the stock prices process is modelled by stochastic differential equation driven by a general Lévy process. We review some fundemental mathematics proporties of Lévy distribution.
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Cite This Article
ÖNALAN, Ö. (2014). General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, Cilt: 19 - Sayı: 1, 173–180. https://ajindex.com/articles/6872