Open AccessApplication of G-Brown Motion in the Stock Price
Author(s) -
Chuankang Chai
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.101003
Subject(s) - geometric brownian motion , dividend , stock price , quadratic variation , stock (firearms) , quadratic equation , econometrics , economics , brownian motion , asset (computer security) , mathematical economics , financial economics , computer science , mathematics , finance , diffusion process , geometry , statistics , geology , economy , geography , series (stratigraphy) , paleontology , archaeology , computer security , service (business)