Dergiler / Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi / 2004 / Cilt: 19 - Sayı: 1
General Geometric Levy Processes For Asset Prices Modelling
- Sayfa
- 173–180
- DOI
- —
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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