Results 251 to 260 of about 52,895 (269)

Research on Geometric Brownian motion and its practice in pricing

2022 3rd Asia Service Sciences and Software Engineering Conference, 2022
Jingheng Song, Zhiqi Duan, Wenting Lyu
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Geometric Brownian Motion with Tempered Stable Waiting Times

Journal of Statistical Physics, 2012
Janusz Gajda, Agnieszka Wyłomańska
exaly  

Brownian Motion and Geometric Brownian Motion

2011
openaire   +1 more source

Parameter identification for the discretely observed geometric fractional Brownian motion

Journal of Statistical Computation and Simulation, 2015
Wei-Lin Xiao, Weiguo Zhang, Xili Zhang
exaly  

Matlab Code for Brownian Motion Simulation (Brownian Motion, Brownian Motion with Drift, Geometric Brownian Motion and Brownian Bridge)

SSRN Electronic Journal, 2010
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Geometric Brownian Motion

2011
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Geometric Brownian Motion

2008
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Applications of an extended geometric Brownian motion degradation model

Communications in Statistics - Theory and Methods, 2020
Yu-Sheng Hsu
exaly  

9. Geometric Brownian Motion

2002
Andrei N. Borodin, Paavo Salminen
openaire   +1 more source

On hedging European options in geometric fractional Brownian motion market model

Statistics & Risk Modeling, 2009
Ehsan Azmoodeh, Yuliya Mishura
exaly