Geometric Brownian motion

Results: 22



#Item
1The 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,

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,

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Source URL: www.econterms.com

Language: English - Date: 2005-11-27 20:20:53
2Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute

Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute

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Source URL: www.autodiff.org

Language: English - Date: 2008-08-29 02:28:58
3Modeling 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

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

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Source URL: people.cs.vt.edu

Language: English - Date: 2014-06-27 22:17:49
4The 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,

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,

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Source URL: econterms.com

Language: English - Date: 2005-11-27 20:20:53
5History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor

History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor

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Source URL: sites.williams.edu

Language: English - Date: 2015-07-23 17:08:56
6Abstract: 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

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

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Source URL: www.math.leidenuniv.nl

- Date: 2013-10-30 08:25:00
    7Models for predicting extinction times: shall we dance (or walk or jump)?

    Models for predicting extinction times: shall we dance (or walk or jump)?

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    Source URL: www.mssanz.org.au

    Language: English - Date: 2013-01-15 17:46:22
    8Learning Exercise Policies for American Options Yuxi Li Dept. of Computing Science University of Alberta Edmonton, Alberta

    Learning Exercise Policies for American Options Yuxi Li Dept. of Computing Science University of Alberta Edmonton, Alberta

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    Source URL: webdocs.cs.ualberta.ca

    Language: English - Date: 2009-03-22 22:07:32
    9Business Education E BA & Accreditation

    Business Education E BA & Accreditation

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    Source URL: www.theibfr.com

    Language: English - Date: 2013-09-06 02:45:26
    10THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002

    THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002

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    Source URL: www.optioncity.net

    Language: English - Date: 2003-01-14 19:33:22