M. Alghalith, “A New Stochastic Factor Model: General Explicit Solutions,” Applied Mathematics Letters, Vol. 22, No. 12, 2009, pp. 1852-1854. doi:10.1016/j.aml.2009.07.011
has been cited by the following article:
TITLE: Generalized Stochastic Processes: The Portfolio Model
AUTHORS: Moawia Alghalith
KEYWORDS: Stochastic Process; Investment; Portfolio
JOURNAL NAME: Journal of Mathematical Finance, Vol.2 No.2, May 23, 2012
ABSTRACT: Using the portfolio model, we introduce a general stochastic process that is not necessarily a diffusion/jump process and the random variable is not necessarily normally distributed.