# Tag Info

If you say stock prices are following GBM then you can say $dS_t = \mu S_tdt + \sigma S_t dW_t$ solving which it brings where $\sigma$ is volatility and $r$ is risk free rate . **EDITED For a Variance Gamma process theta is the deterministic drift in subordinated Brownian motion and sigma standard deviation in subordinated Brownian motion. I ...