LIBROS DEL AUTOR: aziz arbai

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  • Stochastic Calculus for Financial Modeling with Stochastic Volatility
    Aziz Arbai
    I dedicate this work to my father that he rest in peace Mr. Amar Arbai. Index returns are subject of several sources of uncertainty. To better model market, searchers required a Levy process to master randomness. Through this book, we discuss some particular Levy process corresponding to different structure of financial series, to show whether the data are free or include diffu...
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