A generalization of geometric Brownian motion with applications
博士 === 國立中央大學 === 數學研究所 === 97 === Brownian motion is a rigorous mathematical model (Wiener (1923), Levy (1948), Ciesielski (1961)) with fruitful applications ranging from biology (Brown (1827)), physics (Einstein (1905), Mazo (2002)), economy and financial engineering (Bachelier (1900), Black and S...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52678500671397304971 |