Divergence between sample path and moments behavior: an issue in the application of geometric brownian motion to finance (Q4303233)
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scientific article; zbMATH DE number 624628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergence between sample path and moments behavior: an issue in the application of geometric brownian motion to finance |
scientific article; zbMATH DE number 624628 |
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Divergence between sample path and moments behavior: an issue in the application of geometric brownian motion to finance (English)
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25 August 1994
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geometric Brownian motion
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modelling stock prices
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equilibrium analysis
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