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Geometric Brownian motion
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#	Item
1	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
2	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
3	Modeling Mass Protest Adoption in Social Network Communities using Geometric Brownian Motion Fang Jin⇤, Rupinder Paul Khandpur⇤, Nathan Self⇤, Edward Dougherty†, Sheng Guo‡, Feng Chen§, B. Aditya Prakash⇤, N Add to Reading List Source URL: people.cs.vt.edu Language: English - Date: 2014-06-27 22:17:49 Stochastic processes Geometric Brownian motion Twitter Social media Social networking service Brownian motion
4	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: econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility Heston model
5	History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor Add to Reading List Source URL: sites.williams.edu Language: English - Date: 2015-07-23 17:08:56 Stochastic processes BlackScholes model Random walk Brownian motion BlackScholes equation Stochastic Normal distribution Martingale Geometric Brownian motion Stochastic differential equation
6	Abstract: The path W [0, t] of a Brownian motion on a d-dimensional torus Td run for time t is a random compact subset of Td . In this talk we look at the geometric properties of the complement C(t) = Td \ W [0, t] as t Add to Reading List Source URL: www.math.leidenuniv.nl - Date: 2013-10-30 08:25:00
7	Models for predicting extinction times: shall we dance (or walk or jump)? Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:46:22 Ecology Mathematical and theoretical biology Applied mathematics Markov chain Poisson process Geometric Brownian motion Population viability analysis Brownian motion Mathematical model Statistics Stochastic processes Markov processes
8	Learning Exercise Policies for American Options Yuxi Li Dept. of Computing Science University of Alberta Edmonton, Alberta Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2009-03-22 22:07:32 Autoregressive conditional heteroskedasticity Normal distribution Geometric Brownian motion Option style Reinforcement learning Markov decision process Put option Option LSm Statistics Options Financial economics
9	Business Education E BA & Accreditation Add to Reading List Source URL: www.theibfr.com Language: English - Date: 2013-09-06 02:45:26 Financial economics Options Stochastic calculus Equations Black–Scholes Stochastic differential equation Binomial options pricing model Geometric Brownian motion Wiener process Statistics Stochastic processes Mathematical finance
10	THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002 Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2003-01-14 19:33:22 Options Finance Stochastic processes Geometric Brownian motion Stochastic volatility Implied volatility Volatility smile Volatility Black–Scholes Mathematical finance Financial economics Statistics

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