𝔖 Bobbio Scriptorium
✦   LIBER   ✦

094029 (E51) Average behaviour of two stochastic laws of financial valuation : Alegre A., Badia C., Fontanals H., Pons M.A., Bulletin ARAB, nr. 88, 1995–1996, pp. 25–40


Book ID
104299659
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
84 KB
Volume
21
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.

✦ Synopsis


In this part of the lecture notes on securities trading we aim at the limiting transition from a binary market of part I towards the Poisson market described in Section 4. The conditions for this are formulated in Section 3, and the results in Section 5. The Poisson model describes the situation when the stock price develops with sudden jumps of a constant amplitude at random instants.