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。
Then it is demonstrated that the other methods are all the approximation of the stochastic method.
论证了其它方法都是随机过程方法的近似。
Then it is demonstrated that the other methods are all the approximation of the stochastic method.
论证了其它方法都是随机过程方法的近似。
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