Journal of Mathematical Finance

Vol.3 No.1(2013), Paper ID 28155, 6 pages

DOI:10.4236/jmf.2013.31004

 

Super-Diffusive Noise Source in Asset Dynamics

 

Max-Olivier Hongler

 

Ecole Polytechnique Fédérale de Lausanne (EPFL), IMT/STI/LPM, Lausanne, Switzerland

 

Copyright © 2013 Max-Olivier Hongler et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


M. Hongler, "Super-Diffusive Noise Source in Asset Dynamics," Journal of Mathematical Finance, Vol. 3 No. 1, 2013, pp. 53-58. doi: 10.4236/jmf.2013.31004.

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