Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with geometric-brownian
Search options questions only
not deleted
user 67328
3
votes
0
answers
62
views
Dynamics of independent Geometric Brownian Motions under risk-neutral measure Q
Suppose I have two Geometric Brownian motions and a bank account:
$$dB_t=rB_tdt$$
$$
dS=S(\alpha dt + \sigma dW_t)
$$
$$
dY = Y(\beta dt + \delta dV_t)
$$
Where $dW_t$ and $dV_t$ are independent Wiene …
- 31