This paper presents an analytical approach for Black-Scholes European options model in the sense of powered modified log-payoff functions. This approach is based on the reduced differential transform ...

Contribute to Kavindi-2001/Simulating-Stock-Price-Values-Using-Geometric-Brownian-Motion development by creating an account on GitHub.

Brownian motion in the presence of magnetic fields and under non-Markovian dynamics lies at a critical intersection of statistical physics and applied mathematics.

We consider a K-dimensional diffusion process Z whose state space is the nonnegative orthant. On the interior of the orthant, Z behaves like a K-dimensional Brownian motion with arbitrary covariance ...

More than a century ago, a 26-year-old Albert Einstein explained Brownian motion in one of four papers he published in his annus mirabilis, the miraculous year, called because these papers shot ...

Chemistry and physics are combining forces at Columbia, and it's leaving everyone frustrated—in a good way. New work, ...

Recent results on the asymptotic distribution of winding and crossing numbers are presented as part of a larger framework of asymptotic laws for planar Brownian motion. The approach is via random time ...

Quantum distance refers to a measure of quantum mechanical similarity between two quantum states. A quantum distance of one ...

Erin Westerman will oversee all aspects of the development and production of Lionsgate’s slate of diversified theatrical film releases as president.