定价策略Black-Scholesoptionpricingformula(ppt 41)
定价策略Black-Scholesoptionpricingformula(ppt 41)内容简介
· Brownian Motion
The first formal mathematical model of financial asset prices, developed by Bachelier (1900), was the continuous-time random walk, or Brownian motion. This continuous-time process is closely related to the discrete-time versions of the random walk.
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