Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models formatIsbn:Softcover - 9783656987604 Leslie -- PSYCHOLOGISCHE ASPEKTE OES

Leslie -- PSYCHOLOGISCHE ASPEKTE OES ORTHOGRAPHISCHEN WISSENS: ENTWICKLUNG UND ENTWICKLUNGSSTÖRUNG / PSYCHOLOGICAL ASPECTS OF ORTHOGRAPHIC SKILLS: DEVELOPMENT AND DISORDER / Frith

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the People`s Republic of China`s (PRC) economy has experienced significant growth

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Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models formatIsbn:Softcover - 9783656987604 Leslie -- PSYCHOLOGISCHE ASPEKTE OESMaster's Thesis from the year 2016 in the subject Mathematics Stochastics, grade: 1,7, Technical University of Darmstadt (Forschungsgebiet Stochastik), course: Mathematik Finanzmathematik, language: English, abstract: In this thesis, we present a stochastic model for stock prices incorporating jump diffusion and shot noise models based on the work of Altmann, Schmidt and Stute ("A Shot Noise Model For Financial Assets") and on its continuation by