Generalized Stochastic Processes: The Portfolio Model


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.

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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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