ロード中...
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...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Persa |
| 出版事項: |
University of Tehran
2021-11-01
|
| シリーズ: | تحقیقات مالی |
| 主題: | |
| オンライン･アクセス: | https://jfr.ut.ac.ir/article_85050_8d4bf803daf2d905fb5916dc3b3abb8f.pdf |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|