Tuesday, July 2, 2013

【股價變動過程及Ito 定理】 3.1 Wiener Process

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第三章【股價變動過程及Ito 定理】 3.1 Wiener Process

www.fin.kuas.edu.tw/download.php?filename=9331_bbac6d7c...‎
Process 又稱Standard Browian Motion(標準步朗運動)，因此Wiener 過程是 random walk .... Continuous-Time random walk ⇒ Wiener Process (Brownian Motion).
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