Geometric Brownian motion
A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. It is an important example of stochastic processes satisfying a stochastic differential equation (SDE); in particular, it is used in mathematical finance to model stock prices in the Black–Scholes model.
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Geometric Brownian motion
A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. It is an important example of stochastic processes satisfying a stochastic differential equation (SDE); in particular, it is used in mathematical finance to model stock prices in the Black–Scholes model.
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A geometric Brownian motion (G ...... es in the Black–Scholes model.
@en
Die geometrische brownsche Bew ...... r Finanzmathematik Verwendung.
@de
El movimiento browniano geomét ...... en el modelo de Black-Scholes.
@es
En geometrisk brownsk rörelse ...... rocess; u och v är konstanter.
@sv
Il moto browniano geometrico ( ...... zo di un'attività finanziaria.
@it
Um movimento browniano geométr ...... ações no modelo Black–Scholes.
@pt
Геометрическое броуновское дви ...... ь о «геометричности» процесса.
@ru
Геометричний броунівський рух ...... про «геометричність» процесу.
@uk
几何布朗运动(英語:geometric Brownian m ...... 数学中有所应用,用来在布莱克-舒尔斯定价模型中模仿股票价格。
@zh
幾何ブラウン運動 (きかブラウンうんどう、英: geomet ...... ることから幾何(geometric)の名称がつけられている。
@ja
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A geometric Brownian motion (G ...... es in the Black–Scholes model.
@en
Die geometrische brownsche Bew ...... r Finanzmathematik Verwendung.
@de
El movimiento browniano geomét ...... en el modelo de Black-Scholes.
@es
En geometrisk brownsk rörelse ...... rocess; u och v är konstanter.
@sv
Il moto browniano geometrico ( ...... zo di un'attività finanziaria.
@it
Um movimento browniano geométr ...... ações no modelo Black–Scholes.
@pt
Геометрическое броуновское дви ...... ако, редкие события (выбросы).
@ru
Геометричний броунівський рух ...... ення S0 дане СДР має розв'язки
@uk
几何布朗运动(英語:geometric Brownian m ...... 数学中有所应用,用来在布莱克-舒尔斯定价模型中模仿股票价格。
@zh
幾何ブラウン運動 (きかブラウンうんどう、英: geomet ...... ることから幾何(geometric)の名称がつけられている。
@ja
label
Geometric Brownian motion
@en
Geometrische brownsche Bewegung
@de
Geometrisk brownsk rörelse
@sv
Moto browniano geometrico
@it
Movimento browniano geométrico
@pt
Movimiento browniano geométrico
@es
Геометрическое броуновское движение
@ru
Геометричний броунівський рух
@uk
几何布朗运动
@zh
幾何ブラウン運動
@ja