On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs |
scientific article |
Statements
On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (English)
0 references
25 November 2008
0 references
geometric Brownian motion
0 references
modelling of transaction costs
0 references
