The role of the martingales in the stochastic models
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2015, Vol 10, Issue 1
Abstract
The stochastic model is one of the most efficient models in the stock price modeling. The martingales have the important role in this the stochastic models.The martingale theory is used for calculating the probability of the bankruptcy in the stochastic model of stock market and the stochastic model of insurance risk. In this here, we will provide an introduction to the martingale from applied point of view in the stochastic differential equations
Authors and Affiliations
R. rrezaeyan
Keywords
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- EP ID EP651470
- DOI 10.24297/jam.v10i1.6866
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