2012/11/25 by Moawia Alghalith, Alghalith, Moawia
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60H07 #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.AP #msc:60H07 #q-fin.PM
paper · pdf · doi:10.48550/arxiv.1211.5819
arxiv created 2012/11/25 · openalex publication_date 2012/11/25 · arxiv updated 2012/11/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.