幾何ブラウン運動
1. Geometric Brownian motionA geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. It is an important example of stochastic processes satisfying a stochastic differential equation (SDE); in particular, it is used in mathematical finance to model stock prices in the Black–Scholes model.
Read “Geometric Brownian motion” on English Wikipedia
Read “幾何ブラウン運動” on Japanese Wikipedia
Read “Geometric Brownian motion” on DBpedia
Read “Geometric Brownian motion” on English Wikipedia
Read “幾何ブラウン運動” on Japanese Wikipedia
Read “Geometric Brownian motion” on DBpedia
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