如果风险资产的价格服从几何布朗运动，那么资产市场具有两基金分离现象。
If the price of the risky asset follows the geometric Brownian motion, the asset market exhibits the separation of two funds.
然而在具体应用中，大部分学者直接将标的资产的价格设为几何布朗运动，并未进行深入研究。
Most researchers directly take an assumption that underlying assets price moving mode is Geometric Brownian Motion, don't ever deeply consider whether it is proper.
通过引入用于预测普通商品价格的较成熟的几何布朗运动模型建立了燃煤市场的煤价波动模型。
By means of introducing ripe geometrical Brown movement model for common commodity price forecasting a coal price fluctuation model of coal market is established.
讨论了一类随机控制问题，其脉冲消费控制策略受控于一混合过程——几何布朗运动和泊松过程。
The impulse consumption control strategy of the problem is governed by a mixed process-geometrical Brownian motion and a Poisson process.
本文通过对类似于美式期权的实物期权的执行价格的特征进行分析，并运用几何布朗运动对其进行了描述。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
同时，分别将其与几何布朗运动模型、CKLS模型、带跳跃的几何布朗运动模型和仿射随机波动模型进行了比较研究。
The author further compares the ASVJD model with the Geometric Brownian model, CKLS model, Geometric Brownian with Jump model and the Affine Stochastic Volatility model in demonstration.
在成交量进程标度的股票价格动力学方程为几何布朗运动的假设下，将股票价格动力学方程的进程标度从成交量进程转换到日历进程。
The stock price is supposed to follow a geometric Brownian process under the transaction process, and the corresponding one under the calendar process has been reduced theoretically.
通过由一般的离散过程逼近连续随机过程的方法，给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明，并指出了股票价格过程的一般模型。
In this paper, the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.
通过由一般的离散过程逼近连续随机过程的方法，给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明，并指出了股票价格过程的一般模型。
In this paper, the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.
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