Masters Stochastic Processes and FInance FlashCards sobre Chapter 4: Brownian motion, criado por mho1 em 06-06-2015.
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Criado por mho1
aproximadamente 9 anos atrás
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Criado por mho1
aproximadamente 9 anos atrás
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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
