Work

Brownian motion model with stochastic parameters for asset prices

Year: 2013

Type: conference-paper

Source: AIP conference proceedings

DOI: 10.1063/1.4823962

Authors: Soo Huei Ching, Pooi Ah Hin

Institution: Sunway University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2071901211

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