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 | |
... |