TITLE:
Generalized Stochastic Processes: The Portfolio Model
AUTHORS:
Moawia Alghalith
KEYWORDS:
Stochastic Process; Investment; Portfolio
JOURNAL NAME:
Journal of Mathematical Finance,
Vol.2 No.2,
May
23,
2012
ABSTRACT: Using the portfolio model, we introduce a general stochastic process that is not necessarily a diffusion/jump process and the random variable is not necessarily normally distributed.