Keywords: Geometric Brownian motion
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Engineering Computations (2019) 36 (7): 2369–2402.
Published: 13 August 2019
... using the two techniques are also mentioned along with the convergence orders. The reader can also find a collection of references to understand the two decompositions with their origins. The geometrical Brownian motion is considered as an example for an important process with exact solution...

or Create an Account

Close Modal
Close Modal