Carregant...
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...
Guardat en:
Autors principals: | , |
---|---|
Format: | Artigo |
Idioma: | Persa |
Publicat: |
University of Tehran
2021-11-01
|
Col·lecció: | تحقیقات مالی |
Matèries: | |
Accés en línia: | https://jfr.ut.ac.ir/article_85050_8d4bf803daf2d905fb5916dc3b3abb8f.pdf |
Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|