#TITLE_ALTERNATIVE#
Brownian motion assumption is popular used in …nancial mathematics modelling, but brownian motion could not theoritically capture jumps phenomenons in real <br /> <br /> …nancial data. Many literatures said Levy Process is extremely fashionable with nancial data because by gen...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/17792 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |