Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models 124 Auch für Emittenten stellt diese

Auch für Emittenten stellt diese Entwicklung ein Problem dar

Qualitative Sozialforschung

10th IFIP WG 12

3Gründungsunternehmung13

and linguistic perspectives

Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models 124 Auch für Emittenten stellt dieseMaster's Thesis from the year 2016 in the subject Mathematics Stochastics, grade: 1,7, Technical University of Darmstadt (Forschungsgebiet Stochastik), course: Mathematik Finanzmathematik, language: English, abstract: In this thesis, we present a stochastic model for stock prices incorporating jump diffusion and shot noise models based on the work of Altmann, Schmidt and Stute ("A Shot Noise Model For Financial Assets") and on its continuation by