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Yapay Zeka Hızlı Bakış & Çıkarımlar
AI Insight⚡ TL;DR(1 Cümlede Hızlı Çıkarım)
We review some fundemental mathematics proporties of Lévy distribution.
📌 3 Maddede Bu Makale
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Amaç & Hipotez:In this study, the stock prices process is modelled by stochastic differential equation driven by a general Lévy process.
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Temel Bulgular & Veri:In this study, the stock prices process is modelled by stochastic differential equation driven by a general Lévy process.
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Sonuç & Katkı:We review some fundemental mathematics proporties of Lévy distribution.
🔬Tür:Literatür & Derleme Çalışması
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Alan Parametreleri
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.
Abstract
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Bu Makaleye Atıf Yap
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