Research on Geometric Brownian motion and its practice in pricing
Author:
Affiliation:
1. Zhongnan University of Economics and Law, China
2. Central South University, China
3. Hubei University of technology, China
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3523181.3523204
Reference10 articles.
1. Hida , T. ( 2015 ) Stationary Stochastic Processes . Princeton University Press . Princeton. Hida,T. (2015) Stationary Stochastic Processes. Princeton University Press. Princeton.
2. Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing
3. A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
4. M. Arató (cnki.net) 2003. A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion). https://schlr.cnki.net/zn/Detail/index/GARJ2014/SJWD14041500000965. M. Arató (cnki.net) 2003. A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion). https://schlr.cnki.net/zn/Detail/index/GARJ2014/SJWD14041500000965.
5. Production sharing contract:An analysis based on an oil price stochastic process;Liu M.;Pet.Sci.,2012
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