以下是關於 Brownian-Motion 的 7 個問答

Brownian-Motion

這是引理F(t,在2噸)F(噸,在噸2)f(t,W_t^2)

  • July 12, 2021
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Brownian-Motion

ito過程，布朗運動和隨機遊走之間的區別

  • December 27, 2018
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Brownian-Motion

How to find the transition distribution functions of these two processes?

  • February 15, 2017
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Brownian-Motion

這是一個寫得不好的例子，還是波動性實際上是負面的？

  • July 19, 2016
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Brownian-Motion

Probability that return exceeds a certain level before a certain time (Black-Scholes)

  • July 12, 2016
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Brownian-Motion

The Distribution of Future Stock Price

  • June 25, 2015
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Brownian-Motion

相關資產路徑相關矩陣的 Cholesky 分解

  • August 21, 2014
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