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searching for Geometric Brownian motion 5 found (45 total)

alternate case: geometric Brownian motion

Trinomial tree
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Model Implied trinomial tree Mark Rubinstein Trinomial Tree, geometric Brownian motion Archived 2011-07-21 at the Wayback Machine John Hull presents

Physics of financial markets
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com/abstract=2812353 Peters, O.; Klein, W. (2013-03-08). "Ergodicity Breaking in Geometric Brownian Motion ". Physical Review Letters. 110 (10): 100603. arXiv:1209.4517.

Optimal stopping
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volatility of the stock. The stock price S {\displaystyle S} follows geometric Brownian motion S t = S 0 exp { ( r − δ − σ 2 2 ) t + σ B t } {\displaystyle

Log-normal distribution
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calculus, this is the same correction term as in Itō's lemma for geometric Brownian motion . For any real or complex number n, the n-th moment of a log-normally

Financial correlation
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(1), the underlying S {\displaystyle S} follows the standard geometric Brownian motion , which is also applied in Black–Scholes–Merton model, which however