Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus

Insurance: Mathematics and Economics

Volumn 31, Issue 2, 2002, Pages 179-189

  Jumarie, Guy ^a  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

Author keywords

Black Scholes equation; Fractional Brownian motion; Poissonian white noise; Stock exchange dynamics; Symbolic stochastic calculus

Indexed keywords

EID: 0037131140     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00131-2     Document Type: Article

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