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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

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

Abstract

-

Keywords

-

References

  • -
There are 1 citations in total.

Details

Primary Language English
Journal Section Makaleler
Authors

Ömer Önalan

Publication Date March 3, 2014
Submission Date March 3, 2014
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.
AMA Önalan Ö. General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. March 2014;19(1):173-180.
Chicago Önalan, Ömer. “General Geometric Levy Processes For Asset Prices Modelling”. Marmara Üniversitesi İktisadi Ve İdari Bilimler Dergisi 19, no. 1 (March 2014): 173-80.
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 Ö. Önalan, “General Geometric Levy Processes For Asset Prices Modelling”, Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, vol. 19, no. 1, pp. 173–180, 2014.
ISNAD Önalan, Ömer. “General Geometric Levy Processes For Asset Prices Modelling”. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 19/1 (March 2014), 173-180.
JAMA 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, 2014, pp. 173-80.
Vancouver Önalan Ö. General Geometric Levy Processes For Asset Prices Modelling. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 2014;19(1):173-80.

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