Geometric Brownian Motion
STUDY ON GEOMETRIC BROWNIAN MOTION WITH APPLICATIONS
6
Delay geometric Brownian motion in financial option valuation
26
Fake Geometric Brownian Motion And Its Option Pricing
44
The Price of Stocks, Geometric Brownian Motion, and Black Scholes Formula
43
A Target Zone Model Where the Fundamentals Follow a Geometric Brownian Motion
22
Pricing European Put Option in a Geometric Brownian Motion Stochastic Volatility Model
7
Fuzzy Time Series and Geometric Brownian Motion in Forecasting Stock Prices in Bursa Malaysia
11
Autocorrelated process control: Geometric Brownian Motion approach versus Box Jenkins approach
12
Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies
27
Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries
8
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion
18
Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling
38
Simulation and Hedging Oil Price with Geometric Brownian Motion and Single-Step Binomial Price Model
14
1 Simulating Brownian motion (BM) and geometric Brownian motion (GBM)
7
Geometric brownian motion: an alternative to high-frequency trading for small investors
20
Brownian motion
9
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein Uhlenbeck Process and Application on KLCI Option Pricing
13
FRACTIONAL BROWNIAN MOTION AND STANDARD BROWNIAN MOTION
14
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion
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Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion?
11