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Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise
Objective: The main purpose of this paper is to investigate a developed stochastic algorithm for modeling financial markets using the Ornstein-uhlenbeck process combined with Levy noise. Using the closing prices of stock markets, it can be concluded that the stochastic model of the Ornstein-uhlenbec...
Wedi'i Gadw mewn:
| Prif Awduron: | , |
|---|---|
| Fformat: | Artigo |
| Iaith: | Persa |
| Cyhoeddwyd: |
University of Tehran
2021-11-01
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| Cyfres: | تحقیقات مالی |
| Pynciau: | |
| Mynediad Ar-lein: | https://jfr.ut.ac.ir/article_85050_8d4bf803daf2d905fb5916dc3b3abb8f.pdf |
| Tagiau: |
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