Stochastic Calculus for Assets with Non-Gaussian Price Fluctuations
classification
❄️ cond-mat
keywords
calculusfluctuationsstochasticnon-gaussianpriceappropriateassetsderive
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From the path integral formalism for price fluctuations with non-Gaussian distributions I derive the appropriate stochastic calculus replacing Ito's calculus for stochastic fluctuations.
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