A Geometric Brownian motion (GBM) is used to model a stockprice: dS(t) = S(t)(bdt + ?dWt). In

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A Geometric Brownian motion (GBM) is used to model a stockprice: dS(t) = S(t)(bdt + ?dWt). In the above, b and ? are termedas the drift and the volatility of the underlying stock. If a stockprice 2 answers

Posted Date: May 25, 2024 08:06 PM

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A Geometric Brownian motion (GBM) is used to model a stockprice: dS(t) = S(t)(bdt + ?dWt). In

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