A Generalization of Geometric Brownian Motion with Applications (Q3015918)

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A Generalization of Geometric Brownian Motion with Applications
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    A Generalization of Geometric Brownian Motion with Applications (English)
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    13 July 2011
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    Brownian motion
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    first passage time
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    geometric Brownian motion
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    optimal portfolio selection problem
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    option pricing
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    perpetual warrant
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