Black portfolio analysis for model of evolution of the price of shares with generalized Poisson processes and for Samuelson models (Q5430271)
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scientific article; zbMATH DE number 5219986
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| English | Black portfolio analysis for model of evolution of the price of shares with generalized Poisson processes and for Samuelson models |
scientific article; zbMATH DE number 5219986 |
Statements
16 December 2007
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risky assets
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generalized Poisson processes
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0.8033825755119324
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0.7701011896133423
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0.7531382441520691
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0.7489824891090393
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0.7466509342193604
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