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Published in the Journal of Banking and Finance July  Pure Jump Lvy Processes for Asset Published in the Journal of Banking and Finance July  Pure Jump Lvy Processes for Asset

Published in the Journal of Banking and Finance July Pure Jump Lvy Processes for Asset - PDF document

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Uploaded On 2014-12-27

Published in the Journal of Banking and Finance July Pure Jump Lvy Processes for Asset - PPT Presentation

We wish to review some fundamental mathematic properties of Lvy distributions such as the one of infinite divisibility and how they translate observed features of asset price returns We explain how these processes are related to Brownian motion the ID: 30081

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