摘要
就离散逼近方法对几何布朗运动表达式作了完整的推导并就其在股票期权,远期合约和GDP比较中的具体应用作了详细阐述.
The formula of geometric brownian motion is derived at length by using the discrete approach and its applications in stock option, forword contract and comparison on GDP are illustrated in detail.
出处
《大学数学》
2014年第1期64-67,共4页
College Mathematics
