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Geometric Brownian motion
Results: 22

#	Item
11	Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard Add to Reading List Source URL: www.iaeng.org Language: English - Date: 2011-05-08 20:24:43 Financial economics Variance swap VIX Stochastic volatility Volatility Heston model Implied volatility Geometric Brownian motion Autoregressive conditional heteroskedasticity Mathematical finance Statistics Finance
12	Outline Double Barrier Options Valuation under Multifactor Pricing Models1 Jo˜ ao Pedro Nunes Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:04:29 Finance Portuguese people Louis Bachelier Pedro Nunes Barrier option Financial modeling Nunes Constant elasticity of variance model Geometric Brownian motion Options Financial economics Mathematical finance
13	Minimizing Probability of Lifetime Ruin Under Stochastic Volatility Xueying Hu University of Michigan BFS2010, Toronto, June 25 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:39:52 Options Finance Stochastic processes Volatility smile Stochastic volatility Volatility Black–Scholes Markov chain Geometric Brownian motion Mathematical finance Financial economics Statistics
14	Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-09 08:37:44 Stochastic volatility Geometric Brownian motion Volatility Heston model Stochastic calculus Wiener process Brownian motion Fokker–Planck equation Heston Statistics Stochastic processes Mathematical finance
15	Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility Add to Reading List Source URL: eetd.lbl.gov Language: English - Date: 2014-12-11 20:16:49 Stochastic volatility Ornstein–Uhlenbeck process Geometric Brownian motion Volatility Brownian motion Stochastic differential equation Time series Autoregressive conditional heteroskedasticity Statistics Stochastic processes Mathematical finance
16	C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps Add to Reading List Source URL: acetool.commerce.gov Language: English - Date: 2014-09-29 12:02:21 Options Finance Stochastic processes Volatility Stochastic volatility Heston model Black–Scholes Geometric Brownian motion Supply and demand Mathematical finance Financial economics Economics
17	ESGtoolkit, tools for Economic Scenarios Generation Thierry Moudiki 13th June[removed]Contents Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-07-02 09:44:02 Geometric Brownian motion Black–Scholes Stochastic volatility Ornstein–Uhlenbeck process Copula Volatility Brownian motion Wiener process Risk-neutral measure Statistics Stochastic processes Mathematical finance
18	VAR AND RUIN PROBABILITIES FOR THE GEOMETRIC BROWNIAN MOTION WITH JUMP MODEL YU ZHAO1, JIANDONG REN2 1 MSc Add to Reading List Source URL: umanitoba.ca Language: English - Date: 2014-08-19 17:08:57 Brownian motion Poisson process Ruin theory Statistics Stochastic processes Geometric Brownian motion
19 $Mathematical sciences / Volatility / Log-normal distribution / Geometric Brownian motion / Multifractal system / Normal distribution / Fat-tailed distribution / Skewness / Stable distribution / Mathematical finance / Statistics / Financial economics$	The Scale-Invariant Brownian Motion Equation and the Lognormal Cascade in the Stock Market Stephen H.-T. Lihn Piscataway, NJ[removed]removed] Add to Reading List Source URL: www.skew-lognormal-cascade-distribution.org Language: English - Date: 2008-12-10 23:55:20 Mathematical sciences Volatility Log-normal distribution Geometric Brownian motion Multifractal system Normal distribution Fat-tailed distribution Skewness Stable distribution Mathematical finance Statistics Financial economics
20	Monte Carlo Methods for Derivative Pricing of Stochastic Volatility Models Wes Devauld Apr 23, 2013 Add to Reading List Source URL: blog.devauld.ca Language: English - Date: 2013-04-23 01:06:28 Financial economics Mathematical sciences Options Stochastic volatility Fractional Brownian motion Geometric Brownian motion Brownian motion Volatility Long-range dependency Statistics Mathematical finance Stochastic processes

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