Exploring Session 6 Mean Reversion Jump Diffusion

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In-Depth Information on Session 6 Mean Reversion Jump Diffusion

Session 6 Mean Reversion Jump Diffusion This Demonstration shows a path of a Financial markets are not a smooth, continuous surface; they are a minefield of discontinuous gaps and sudden liquidity vacuums ... Through combining the Brownian Model Equation with the Poisson Process one is able to track the intersection time of the graphs.

http://demonstrations.wolfram.com/MeanRevertingRandomWalks/ The Wolfram Demonstrations Project contains thousands of free ...

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