Add to ORKGBrownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices
Many studies assume stock prices follow a random process known as geometric Brownian motion. Althoug...
We apply the formalism of the continuous-time random walk to the study of financial data. The entire...
Modelling the asset returns distribution has been the focal point of modern finance for almost a cen...
Brownian Motion which is also considered to be a Wiener process and can be thought of as a random wa...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
Wilfrid Kendall notes on the complexity of the paths of Brownian motion: If you run Brownian motion ...
Abstract. Wilfrid Kendall notes on the complexity of the paths of Brownian motion: If you run Browni...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
In the modeling of financial market, especially stock market, Brownian Motion play a significant rol...
This paper investigates whether the assumption of Brownian motion often used to describe commodity p...
Random Walk: Burton Malkiel defines a random walk as one in which future steps or directions cannot...
We prove that Brownian market models with random diffusion coefficients provide an exact measure of ...
This open access textbook is the first to provide Business and Economics Ph.D. students with a preci...
Stock Prices have been modeled using a variety of techniques such as neural networks, simple regress...
In this thesis, we focus on continuum versions of random walks in random environments in one spatial...
Many studies assume stock prices follow a random process known as geometric Brownian motion. Althoug...
We apply the formalism of the continuous-time random walk to the study of financial data. The entire...
Modelling the asset returns distribution has been the focal point of modern finance for almost a cen...
Brownian Motion which is also considered to be a Wiener process and can be thought of as a random wa...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
Wilfrid Kendall notes on the complexity of the paths of Brownian motion: If you run Brownian motion ...
Abstract. Wilfrid Kendall notes on the complexity of the paths of Brownian motion: If you run Browni...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
In the modeling of financial market, especially stock market, Brownian Motion play a significant rol...
This paper investigates whether the assumption of Brownian motion often used to describe commodity p...
Random Walk: Burton Malkiel defines a random walk as one in which future steps or directions cannot...
We prove that Brownian market models with random diffusion coefficients provide an exact measure of ...
This open access textbook is the first to provide Business and Economics Ph.D. students with a preci...
Stock Prices have been modeled using a variety of techniques such as neural networks, simple regress...
In this thesis, we focus on continuum versions of random walks in random environments in one spatial...
Many studies assume stock prices follow a random process known as geometric Brownian motion. Althoug...
We apply the formalism of the continuous-time random walk to the study of financial data. The entire...
Modelling the asset returns distribution has been the focal point of modern finance for almost a cen...