Generalized Stochastic Processes: The Portfolio Model ()
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.
Share and Cite:
M. Alghalith, "Generalized Stochastic Processes: The Portfolio Model,"
Journal of Mathematical Finance, Vol. 2 No. 2, 2012, pp. 199-201. doi:
10.4236/jmf.2012.22022.
Conflicts of Interest
The authors declare no conflicts of interest.
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