Beyond Geometric Brownian Motion Models

An Elementary Introduction to Mathematical Finance ◽

10.1017/cbo9780511921483.015 ◽

2012 ◽

pp. 265-284 ◽

Author(s):

Sheldon M. Ross

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

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Beyond Geometric Brownian Motion Models

An Elementary Introduction to Mathematical Finance ◽

10.1017/cbo9780511800634.013 ◽

2002 ◽

pp. 213-232

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

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Author’s Reply: Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends - Discussion by X. Sheldon Lin; Marc Decamps; Marc Goovaerts

North American Actuarial Journal ◽

10.1080/10920277.2003.10596102 ◽

2003 ◽

Vol 7 (3) ◽

pp. 55-56

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Pension Funding ◽

Motion Models ◽

Optimal Dividends

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Development of modified Geometric Brownian Motion models by using stock price data and basic statistics

Nonlinear Analysis ◽

10.1016/j.na.2009.01.151 ◽

2009 ◽

Vol 71 (12) ◽

pp. e1203-e1208 ◽

Author(s):

G.S. Ladde ◽

Ling Wu

Keyword(s):

Brownian Motion ◽

Stock Price ◽

Geometric Brownian Motion ◽

Motion Models ◽

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“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003

North American Actuarial Journal ◽

10.1080/10920277.2003.10596123 ◽

2003 ◽

Vol 7 (4) ◽

pp. 102-102

Author(s):

John A. Beekman

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Pension Funding ◽

Motion Models ◽

Optimal Dividends

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Author’s Reply: “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 - Discussion by John A. Beekman

North American Actuarial Journal ◽

10.1080/10920277.2003.10596124 ◽

2003 ◽

Vol 7 (4) ◽

pp. 102-103

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Pension Funding ◽

Motion Models ◽

Optimal Dividends

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“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003

North American Actuarial Journal ◽

10.1080/10920277.2003.10596101 ◽

2003 ◽

Vol 7 (3) ◽

pp. 54-55

Author(s):

Marc Decamps ◽

Marc Goovaerts

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Pension Funding ◽

Motion Models ◽

Optimal Dividends

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Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models

SSRN Electronic Journal ◽

10.2139/ssrn.2599064 ◽

2015 ◽

Author(s):

Bruno Remillard ◽

Sylvain Rubenthaler

Keyword(s):

Brownian Motion ◽

Option Pricing ◽

Regime Switching ◽

Geometric Brownian Motion ◽

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Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends

North American Actuarial Journal ◽

10.1080/10920277.2003.10596099 ◽

2003 ◽

Vol 7 (3) ◽

pp. 37-51 ◽

Author(s):

Hans U. Gerber ◽

Elias S. W. Shiu

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Pension Funding ◽

Motion Models ◽

Optimal Dividends

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“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003

North American Actuarial Journal ◽

10.1080/10920277.2003.10596100 ◽

2003 ◽

Vol 7 (3) ◽

pp. 51-53

Author(s):

X. Sheldon Lin

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Pension Funding ◽

Motion Models ◽

Optimal Dividends

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THE RELIABILITY OF GEOMETRIC BROWNIAN MOTION FORECASTS OF S&P 500 INDEX VALUES

Journal of Forecasting ◽

10.1002/for.2775 ◽

2021 ◽

Author(s):

Amit K. Sinha

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion

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