假设股价的变动过程如同几何布朗宁运动(Geometric Brownian Motion)并服从对数常态分配(Lognormal Distribution)。而在下例… blog.sina.com.cn|基于14个网页 3. 几何布朗尼运动 股票价格走势的模拟–几何布朗尼运动(Geometric Brownian Motion)模型14 Excel归画求解–凯利投资准则(Kelly Criteria) (一) 15 ...
1) geometric Brownian motion 几何布朗运动模型 2) geometry 几何 1. Research on the Satellite s Geometry Attitude Determination; 卫星姿态的几何确定方法初探 2. Method of detecting collision of spatial pipes based ongeometry; 一种基于几何的空间管道碰撞检测算法 ...
The geometric Brownian motion (GBM) is widely used for modeling stochastic processes, particularly in finance. However, its solutions are constrained by the assumption that the underlying distribution of returns follows a log-normal distribution. This assumption limits the predictive power of GBM, espec...
Geometric Brownian motion is a widely used mathematical model for asset prices with the assumption of their constant volatilities. There are more sophisticated price models such as the Heston model that incorporate the variations of asset volatility. Return of an asset, its second order statistics (...
1) geometric Brownian motion 几何Brownian运动 2) geometry 几何 1. Research on the Satellite s Geometry Attitude Determination; 卫星姿态的几何确定方法初探 2. Method of detecting collision of spatial pipes based ongeometry; 一种基于几何的空间管道碰撞检测算法 ...
2. Geometric Brownian Motion Model One of the common ways to estimate variables under uncertainty is a Monte Carlo simulation, which is a computational technique to utilize randomly repeated numerical experiments. There are many sub-models of a Monte Carlo simulation for option price [9,18]. In...