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General Geometric Levy Processes For Asset Prices Modelling

Year 2004, Volume: 19 Issue: 1, 173 - 180, 03.03.2014

Ömer Önalan

https://izlik.org/JA96ZP55FD

Abstract

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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General Geometric Levy Processes For Asset Prices Modelling

Year 2004, Volume: 19 Issue: 1, 173 - 180, 03.03.2014

Ömer Önalan

https://izlik.org/JA96ZP55FD

Abstract

-

Keywords

-

References

  • -
There are 1 citations in total.

Details

Primary Language English
Journal Section Research Article
Authors

Ömer Önalan

Submission Date March 3, 2014
Publication Date March 3, 2014
IZ https://izlik.org/JA96ZP55FD
Published in Issue Year 2004 Volume: 19 Issue: 1

Cite

APA Önalan, Ö. (2014). General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi Ve İdari Bilimler Dergisi, 19(1), 173-180. https://izlik.org/JA96ZP55FD
AMA 1.Önalan Ö. General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 2014;19(1):173-180. https://izlik.org/JA96ZP55FD
Chicago Önalan, Ömer. 2014. “General Geometric Levy Processes For Asset Prices Modelling”. Marmara Üniversitesi İktisadi Ve İdari Bilimler Dergisi 19 (1): 173-80. https://izlik.org/JA96ZP55FD.
EndNote Önalan Ö (March 1, 2014) General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 19 1 173–180.
IEEE [1]Ö. Önalan, “General Geometric Levy Processes For Asset Prices Modelling”, Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, vol. 19, no. 1, pp. 173–180, Mar. 2014, [Online]. Available: https://izlik.org/JA96ZP55FD
ISNAD Önalan, Ömer. “General Geometric Levy Processes For Asset Prices Modelling”. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 19/1 (March 1, 2014): 173-180. https://izlik.org/JA96ZP55FD.
JAMA 1.Önalan Ö. General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 2014;19:173–180.
MLA Önalan, Ömer. “General Geometric Levy Processes For Asset Prices Modelling”. Marmara Üniversitesi İktisadi Ve İdari Bilimler Dergisi, vol. 19, no. 1, Mar. 2014, pp. 173-80, https://izlik.org/JA96ZP55FD.
Vancouver 1.Ömer Önalan. General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi [Internet]. 2014 Mar. 1;19(1):173-80. Available from: https://izlik.org/JA96ZP55FD

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