On a model for stock price movements and the power-variance family
C. R. Math. Rep. Acad. Sci. Canada Vol. 26 (4) 2004, pp. 102–109
December 1, 2004
Vladimir Vinogradov
Abstract/Résumé:
Keywords:
AMS Subject Classification: Large deviations, Functional limit theorems; invariance principles, Jump processes, None of the above; but in this section 60F10, 60F17, 60J75, 60K99
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On a model for stock price movements and the power-variance family
AMS Subject Classification: Large deviations, Functional limit theorems; invariance principles, Jump processes, None of the above; but in this section 60F10, 60F17, 60J75, 60K99
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