geometric Brownian motion | |
model of share price () | |
solution | |
expectation value | |
median |
basic share data | ||||
---|---|---|---|---|
drift | volatility | |||
initial value | time (years) | T | ||
... |
geometric Brownian motion | |
model of share price () | |
solution | |
expectation value | |
median |
basic share data | ||||
---|---|---|---|---|
drift | volatility | |||
initial value | time (years) | T | ||
... |