A stochastic process with the Markov property that the distribution of the future process depends solely on the present state,…

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...

A stochastic process is a number of random variables defined on a given probability level and indexed by the time...

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...

An option pricing model which assumes that the evolution of the underlying asset return follows the generalized autoregressive conditional heteroskedastic...