On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391)
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scientific article; zbMATH DE number 5372847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs |
scientific article; zbMATH DE number 5372847 |
Statements
On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (English)
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25 November 2008
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geometric Brownian motion
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modelling of transaction costs
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0.86108536
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0.85391504
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0.84887886
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0.8461368
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0.8454487
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0.84458697
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0.8397475
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