| 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 | |
| ... | ||||