Modelling of stock price changes: a real analysis approach

2000/05/23 by Rimas Norvaisa
Mathematics · #math.PR #math.CA

paper · pdf

published as Finance and Stochastics 4, 343-369 (2000) · 24 pages, AMSTEX

arxiv created 2000/05/23 · arxiv updated 2009/11/30

Abstract

The paper discusses a path-wise approach to stock price modelling.

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