Results 261 to 269 of about 52,895 (269)

On the Geometric Brownian Motion assumption for financial time series

Contributions To Statistics, 2017
Enea Bongiorno, Aldo Goia
exaly  

Time-fractional geometric Brownian motion from continuous time random walks

Physica A: Statistical Mechanics and Its Applications, 2019
Christopher N Angstmann, Bruce Henry
exaly  

Probabilistic characterisation of metal-loss corrosion growth on underground pipelines based on geometric Brownian motion process

Structure and Infrastructure Engineering, 2015
Wenxing Zhou
exaly  

Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion

Stochastics, 2019
Wensheng Wang
exaly  

Pricing geometric Asian power options under mixed fractional Brownian motion environment

Physica A: Statistical Mechanics and Its Applications, 2016
exaly  

Daily and Weekly Geometric Brownian Motion Stock Index Forecasts

Journal of Risk and Financial Management
Amit K Sinha
exaly  

Beyond Geometric Brownian Motion Models

2011
openaire   +1 more source

◾ Simulating Geometric Brownian Motion

2014
openaire   +1 more source

Beyond Geometric Brownian Motion Models

2002
openaire   +1 more source