Results 91 to 100 of about 141,036 (295)
Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies
, 2016 This study uses the geometric Brownian motion (GBM) method to simulate stock price paths, and tests whether the simulated stock prices align with actual stock returns. The sample for this study was based on the large listed Australian companies listed on
K. Reddy, Vaughan Clinton
semanticscholar +1 more source
Nanozyme Microrobots: Programmable Spatiotemporal Catalysis for Targeted Therapy and Diagnostics
Advanced Science, EarlyView.This review presents nanozyme microrobots as emerging catalytic systems that integrate mobility, external actuation, and adaptive reactivity to achieve precise biochemical functions. By examining mobility‐regulated catalysis, spatial targeting, integrated designs, and translational demonstrations, the article highlights how nanozyme robotics enables ...
Hong Huy Tran +5 more
wiley +1 more source
Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
Discrete Dynamics in Nature and Society, 2019 Proactive hedging European option is an exotic option for hedgers in the options market proposed recently by Wang et al. It extends the classical European option by requiring option holders to continuously trade in underlying assets according to a ...
Meng Li, Xuefeng Wang, Fangfang Sun
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On the distribution of the time-integral of the geometric Brownian motion [PDF]
Journal of Computational and Applied Mathematics, 2022 Péter Nándori, D. Pirjol
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A geometric Brownian motion car-following model: towards a better understanding of capacity drop
Transportmetrica B: Transport Dynamics, 2018 Traffic flow downstream of the congestion is generally lower than the pre-queue capacity. This phenomenon is called the capacity drop. Recent empirical observations show a positive relationship between the speed in congestion and the queue discharge rate.
K. Yuan +4 more
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Micro/Nanorobot for Drug Delivery—A Review of Material Selections
Advanced NanoBiomed Research, EarlyView.This review explores material strategies for biomedical micro/nanorobots, emphasizing their roles in propulsion, navigation, drug delivery, and biodegradability. It highlights advancements in metallic, polymeric, and hybrid materials, while addressing clinical translation challenges such as toxicity, immune response, and manufacturability.
Xiaozhuo Wu, Bingyun Li, Malcolm Xing
wiley +1 more source
On the Probabilities of Correlated Defaults: a First Passage Time Approach
Nonlinear Analysis, 2008 This article investigates the joint probability of correlated defaults in the first passage time approach of credit risk subject to condition that the underlying firms’ assets values and the default boundaries follow geometric Brownian motion processes ...
M. Valužis
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The geometry of Gaussian random curves
AIMS MathematicsIn this paper, we investigated some geometric properties of non-smooth random curves within a stochastic flow. We considered a polygonal line $ \Gamma(\vec{u}_{1}, \cdots, \vec{u}_{n}) $, which connected the points $\vec{u}_{1}, \cdots, \vec{u}_{n}\in ...
Qingsong Wang +3 more
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A Hybrid Approach for Multiple Particle Tracking Microrheology
International Journal of Advanced Robotic Systems, 2013 Geometric object detection has many applications, such as in tracking. Particle tracking microrheology is a technique for studying mechanical properties by accurately tracking the motion of the immersed particles undergoing Brownian motion.
Liangjun Xie +3 more
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Estimation of geometric Brownian motion model with a t-distribution–based particle filter
Journal of Economic and Financial Sciences, 2019 Orientation: Geometric Brownian motion (GBM) model basically suggests whether the distribution of asset returns is normal or lognormal. However, many empirical studies have revealed that return distributions are usually not normal.
Bridget Nkemnole, Olaide Abass
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