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Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework.

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Bibliographic Details
Title: Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework.
Authors: Leung, Tim1 (AUTHOR), Lu, Kevin W.2 (AUTHOR) kevin.lu@anu.edu.au
Source: Applied Mathematical Finance. Sep2023, Vol. 30 Issue 4, p207-230. 24p.
Database: Mathematics Source
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ISSN:1350486X
DOI:10.1080/1350486X.2024.2316139