bottama / stochastic-asset-pricing-in-continuous-time

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

Date Created 2021-03-04 (4 years ago)

Commits 4 (last one 4 years ago)

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gbm sde drift monte-carlo asset-pricing wiener-process capital-markets arbitrage-pricing financial-modeling stochastic-processes monte-carlo-simulation risk-neutral-probability geometric-brownian-motion stochastic-differential-equations

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updated: 2025-03-24 @ 09:39am, id: 344583133 / R_kgDOFInr3Q