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Exponential Brownian Motion

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

GBM

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

Geometric Brownian Motion

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