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作者:R.S. Pereira , E. Shamarova
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (2)Mind Reader Publications
摘要:Recent developments on financial markets have revealed the limits of Brownian motion pricing models when they are applied to actual markets. L´evy processes, that admit jumps over time, have been found more useful for applications. Thus, we suggest a L´evy model based on For...

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