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...
