- Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi
- Vol: 19 Issue: 1
- General Geometric Levy Processes For Asset Prices Modelling
General Geometric Levy Processes For Asset Prices Modelling
Authors : Ömer Önalan
Pages : 173-180
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Publication Date : 2014-03-03
Article Type : Research
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.Keywords :