The average increase per unit of time in a stochastic variable. Typically, the drift cannot be detected amid all the...
The expected change per unit of time in an asset price. For example, the drift of a stock price for...
This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.