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股票价格服从几何布朗运动的证明 被引量:4

A Proof of Geometric Brown Motion Displayed by Stock Prices
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摘要 通过由一般的离散过程逼近连续随机过程的方法,给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明,并指出了股票价格过程的一般模型. In this paper,the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.The general model for stock prices is also expressed.
出处 《长沙电力学院学报(自然科学版)》 CAS 2005年第1期86-88,共3页 JOurnal of Changsha University of electric Power:Natural Science
关键词 股票价格 布朗运动 Ito方程 stock prices Brown motion Ito equation
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参考文献4

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共引文献10

同被引文献26

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