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Brownian motion
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21	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Source URL: www.econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance Economy Finance Money BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility
22	Title Inter-Particle Collision Phenomena in Turbulent Particle-Laden Flows Particle dispersion in swirling flow Add to Reading List Source URL: www.prague-sum.com Language: English - Date: 2014-09-03 12:55:29 Physics Mechanics Statistical mechanics Mathematical analysis Particle-laden flows Brownian motion Momentum Gas Stokes number Collision
23	Acta Math., ), @ 2001 by Institut Mittag-Leflter. All rights reserved Thick points for planar Brownian motion and the ErdSs-Taylor conjecture on random walk by Add to Reading List Source URL: www.math.csi.cuny.edu Language: English - Date: 2009-05-03 17:58:33 Probability theory Stochastic processes Mathematical analysis Probability Statistical mechanics Lvy processes Stochastic differential equations Albert Einstein Brownian motion Local time It diffusion Wiener process
24	Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-07 23:59:23 Mathematical finance Statistics Applied mathematics Probability Volatility Stochastic volatility Implied volatility Realized variance Fractional Brownian motion Normal distribution
25	Rebalancing the portfolio H. Mete SONER, Department of Mathematics ETH Z¨ urich Swiss Finance Institute Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-09-15 08:34:52 Albert Einstein Brownian motion Colloidal chemistry Mathematical analysis Probability Analysis
26	Wrong Turn - No Dead End: a Stochastic Pedestrian Motion Model Add to Reading List Source URL: europa.informatik.uni-freiburg.de Language: English - Date: 2010-08-02 04:51:17 Stochastic processes Statistical mechanics Albert Einstein Brownian motion Colloidal chemistry Autoregressive model Control theory
27	Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute Add to Reading List Source URL: www.autodiff.org Language: English - Date: 2008-08-29 02:28:58 Mathematical finance Stochastic processes Options Stochastic calculus Equations Stochastic differential equation Stochastic volatility BlackScholes model Quantitative analyst Volatility Geometric Brownian motion Computational finance
28	Learning MATLAB by doing MATLAB∗ October 5, 2015 Download MATLAB from http://www.stud-ides.ethz.ch. 1. Variables, Vectors, Matrices >a=7 Add to Reading List Source URL: www.cvg.ethz.ch Language: English - Date: 2015-10-05 07:33:58 Matrix theory Linear algebra Numerical linear algebra MATLAB Matrix Trace Determinant Reflected Brownian motion Multivariate random variable
29	Bottlenecks drive temporal and spatial genetic changes in alpine caddisfly metapopulations Add to Reading List Source URL: www.michaelelliot.net Language: English - Date: 2016-07-21 07:44:54 Stochastic processes Brownian motion Wiener process Normal distribution Random walk Markov chain Stable distribution Prior probability Ancestral reconstruction Catalog of articles in probability theory
30	Systematic Biology For peer review only. Do not cite. rP Fo Add to Reading List Source URL: www.michaelelliot.net Language: English - Date: 2013-02-13 19:06:31 Stochastic processes Lvy processes Probability distributions Fractals Paul Lvy Brownian motion Wiener process Normal distribution Stable distribution Random walk Markov chain Lvy flight