Geometric Brownian motion

#	Item
21	PDF Document Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2002-08-30 08:31:29 Options Variance gamma process Black–Scholes Normal distribution Stochastic volatility Implied volatility Geometric Brownian motion Wiener process Gamma distribution Statistics Stochastic processes Mathematical finance
22	PDF Document Add to Reading List Source URL: www.mpipks-dresden.mpg.de Language: English - Date: 2009-09-10 04:27:50 Brownian motion Stochastic Ornstein–Uhlenbeck process Dynamics Statistics Stochastic processes Geometric Brownian motion