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Generalized Stochastic Processes: The Portfolio Model
University of the West Indies, St. Augustine, Trinidad and Tobago
- 1 University of the West Indies, St. Augustine, Trinidad and Tobago
Journal of Mathematical Finance·Volume 02 (2012)·Pages 199–201·Published 23 May 2012·DOI10.4236/jmf.2012.22022
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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.
KeywordsStochastic ProcessInvestmentPortfolio
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