A Generalization of Geometric Brownian Motion with Applications (Q3015918)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalization of Geometric Brownian Motion with Applications |
scientific article |
Statements
A Generalization of Geometric Brownian Motion with Applications (English)
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13 July 2011
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Brownian motion
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first passage time
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geometric Brownian motion
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optimal portfolio selection problem
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option pricing
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perpetual warrant
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