A process that reflects the time-evolution of an asset price. It is a stochastic process commonly used in finance to...

It stands for geometric Brownian motion; a process that reflects the time-evolution of an asset price. It is a stochastic...

A process that reflects the time-evolution of an asset price. It is a stochastic process commonly used in finance to...

The average increase per unit of time in a stochastic variable. Typically, the drift cannot be detected amid all the...

A valuation model that allows for jumps in underlying assets' prices superimposed on to a diffusion process such as geometric...

It stands for forward shooting grid; a variant of the lattice tree methods (binomial trees/ trinomial trees) that is used...

A variant of the lattice tree methods (binomial trees/ trinomial trees) that is used to price a wide stripe of...

A Gaussian stochastic process (a continuous-time stochastic process) that has independent increments and a vanishing mean, and it features an...

A type of Markov process; a stochastic process, i.e., a group of random variables defined on the same probability space...