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the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as … stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …
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the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as … stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …
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Kaum eine Entwicklung hat in den letzten Jahrzehnten den Strukturwandel, die Konjunkturverläufe, das wirtschaftliche Wachstum und die weltwirtschaftliche Integration so beeinflußt, wie die massive Expansion der Informations- und Kommunikationstechnologien, d.h. der sogenannten Neuen Ökonomie....
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