Masters Stochastic Processes and FInance Flashcards on Chapter 4: Brownian motion, created by mho1 on 06/06/2015.
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Created by mho1
over 9 years ago
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Created by mho1
over 9 years ago
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filtration
(continuous time)
adapted
(continuous time)
natural filtration
martingale
(continuous time)
stopping time
(continuous time)
Brownian motion
mean, variance and pdf of Brownian motion
covariance
Symmetries of Brownian Motion
(four)
GBM
Geometric Brownian Motion
