Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models 124 10th IFIP WG 12

10th IFIP WG 12

3Gründungsunternehmung13

Qualitative Sozialforschung

and linguistic perspectives

Scientific Essay from the year 2011 in the subject Cultural Studies - Miscellaneous

Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models 124 10th IFIP WG 12Master'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