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General geometric levy processes for asset prices modelling

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dc.contributor.authorÖnalan, Ömer
dc.contributor.authorIDTR12016
dc.date.accessioned2014-07-23T13:09:12Z
dc.date.accessioned2026-01-11T07:58:51Z
dc.date.available2014-07-23T13:09:12Z
dc.date.issued2004
dc.description.abstractIn 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.en_US
dc.identifier.issn1300-7262
dc.identifier.urihttps://hdl.handle.net/11424/1800
dc.language.isoengen_US
dc.publisherİktisadi ve İdari Bilimler Dergisien_US
dc.subjectlevy processes, Market models, Martingales, Arbitrage, Option pricingen_US
dc.titleGeneral geometric levy processes for asset prices modellingen_US
dc.typearticleen_US
dspace.entity.typePublication

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