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Applied Mathematical Finance Volume 30, 2023 - Issue 4
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Articles

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

Tim Leunga Department of Applied Mathematics, University of Washington, Seattle, WA, USA
&
Kevin W. Lub Research School of Finance, Actuarial Studies and Statistics, Australian National University, Canberra, ACT, AustraliaCorrespondence[email protected]
Pages 207-230 | Received 15 Sep 2023, Accepted 04 Feb 2024, Published online: 21 Feb 2024

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