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On the Use of Geometric Brownian Motion in Financial Analysis
1993Though geometric Brownian motion (GBM) is an essential tool in finance, a closed form solution for its transition density function has yet to be obtained. In option pricing, though Black and Scholes assumed GBM stock price dynamics, they transformed the problem to allow an option to be evaluated without the stock price’s transition density.
Michael Tow Cheung +2 more
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Geometric Phase in Optics: From Wavefront Manipulation to Waveguiding
Laser and Photonics Reviews, 2021Alessandro Alberucci, Stefan Nolte
exaly
Exponential evolution in time as a geometric Brownian motion
2012On January 8, 2012, this author came to realize that his statistical Drake equation, described in Chapter 1 and subsequent chapters of this book, is the special static case (i.e., “the picture”, so to say) of a more general time-dependent statistical Drake equation (i.e., “the movie”, so to say) which we study in this chapter. Also, this result is thus
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Geometric Brownian Motion and the Efficient Market Hypothesis
2013This book is about the nature of stock prices and its attendant consequences in terms of risk and money management. What we know today is the culmination of many years of observation and profound insight by many influential thinkers. It is rightfully so that there should be such devotion to the subject for understanding the mysteries of the ups and ...
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Liquid‐Crystal‐Mediated Geometric Phase: From Transmissive to Broadband Reflective Planar Optics
Advanced Materials, 2020Yan-qing Lu, Bingyan Wei, Peng Chen
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Experimental realization of non-Abelian non-adiabatic geometric gates
Nature, 2013J M Fink +2 more
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