Brownian Motion in the Stock Market

DOI10.1287/opre.7.2.145zbMath1414.91427OpenAlexW2140911506MaRDI QIDQ5378851

Publication date: 3 June 2019

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.7.2.145

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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