#TITLE_ALTERNATIVE#

Brownian motion assumption is popular used in financial mathematics modelling, but brownian motion could not theoritically capture jumps phenomenons in real <br /> <br /> <br /> <br /> <br /> financial data. Many literatures said Levy Process is extremely fashiona...

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Bibliographic Details
Main Author: PUTRA UTAMA (NIM : 10109067); pembimbing : Dr. Muhammad Syamsuddin, M.Com, ADITYA
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/14657
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Institution: Institut Teknologi Bandung
Language: Indonesia