Title of article :
Stochastic calculus for assets with non-Gaussian price fluctuations
Author/Authors :
Hagen Kleinert، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Abstract :
From the path integral formalism for price fluctuations with non-Gaussian distributions we derive the appropriate stochastic calculus replacing Itôʹs calculus for stochastic fluctuations.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications