Skip to search formSkip to main contentSkip to account menu

Brownian model of financial markets

The Brownian motion models for financial markets are based on the work of Robert C. Merton and Paul A. Samuelson, as extensions to the one-period… 
Wikipedia (opens in a new tab)

Related topics

Related topics

8 relations
Black–Scholes modelBounded variationBrownian motionFinancial modeling

Broader (1)

Monte Carlo methods in finance

Search for papers about Brownian model of financial markets

Search papers
By clicking accept or continuing to use the site, you agree to the terms outlined in our Privacy Policy (opens in a new tab), Terms of Service (opens in a new tab), and Dataset License (opens in a new tab)