Geometric Brownian Motion from its Definition

Visualization of Brownian Motion from its definition. For a complete explanation, see http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/StochasticCalculus/GeometricBrownianMotion/geometricbrownian.pdf complete with theorems and problems to work for understanding.
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Type de ressources
Activité
Balises
brownian  geometric  motion  stochasticprocess 
Tranche d'âges
18
Langue
English (United States)
 
 
Version GeoGebra
4.4
Vues
1863
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Licence
CC-BY-SA, GeoGebra Terms of Use
 
 
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