Browsing School of Biological, Physical, Mathematics & Actuarial Sciences by Subject "Geometric Brownian motion"
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Jump Diffusion Logistic Brownian Motion with Dividend Yielding Asset
(International Journal of Mathematics And its Applications, 2021)Jump diffusion processes have been used in modern finance to capture discontinuous behavior in asset pricing. Logistic Brownian motion for asset security prices shows that naturally asset security prices would not usually ...