A process that reflects the time-evolution of an asset price. It is a stochastic process commonly used in finance to...
It stands for geometric Brownian motion; a process that reflects the time-evolution of an asset price. It is a stochastic...
A process that reflects the time-evolution of an asset price. It is a stochastic process commonly used in finance to...
The average increase per unit of time in a stochastic variable. Typically, the drift cannot be detected amid all the...
A valuation model that allows for jumps in underlying assets' prices superimposed on to a diffusion process such as geometric...
It stands for forward shooting grid; a variant of the lattice tree methods (binomial trees/ trinomial trees) that is used...
A variant of the lattice tree methods (binomial trees/ trinomial trees) that is used to price a wide stripe of...
A Gaussian stochastic process (a continuous-time stochastic process) that has independent increments and a vanishing mean, and it features an...
A type of Markov process; a stochastic process, i.e., a group of random variables defined on the same probability space...