► Examples demonstrate the application to real option analysis. Introduction A standard assumption when valuing financial derivatives on market-traded assets is that the underlying market price is a geometric Brownian motion (GBM) (Brandão et al., 2005). Two arguments favouring GBM are that ...
In subject area: Computer Science 'Geometric Brownian Motion' refers to a type of Brownian motion with linear drift and diffusion coefficients, commonly used in real option theory applications in Computer Science. AI generated definition based on: Cloud Data Centers and Cost Modeling, 2015 About thi...
Our results might broaden the perspectives of optical manipulation for real-life applications. V arious phenomena rely on particles performing stochastic motion in random potentials. Examples range from the nanoscopic world of molecules undergoing anomalous diffusion within the cytoplasm of a cell1 to ...
In this study, an algorithm, known as the Brownian motion, is used to improve the randomization stage of the DA. The modified DA was applied to 15 single-objective and 6 multiobjective problems and then compared with the original algorithm. The modified DA provided up to 90% improvement ...
From 1976 onward my group therefore re-oriented the search for a method of de novo protein structure determination by NMR in solution, on the one hand toward investigations of the spin physics under the regime of Brownian motion, and on the other hand to building molecular models along the ...