Normality assumption for the log-return of the stock prices

Pedro P. Mota

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Displaying similar documents to “Normality assumption for the log-return of the stock prices”

The Hawkins sieve and brownian motion

Dorothy Foster, David Williams (1978)

Compositio Mathematica

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Regularity of irregularities on a brownian path

Samuel James Taylor (1974)

Annales de l'institut Fourier

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On a standard Brownian motion path there are points where the local behaviour is different from the pattern which occurs at a fixed $t_{0}$ with probability 1. This paper is a survey of recent results which quantity the extent of the irregularities and show that the exceptional points themselves occur in an extremely regular manner.