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BROWNIAN MOTION IN THE STOCK MARKET.
File Format: PDF/Adobe Acrobat - View as HTML BROWNIAN MOTION IN THE STOCK MARKETt. M. F. M. Osborne. U S Naval Research Laboratory, Washington 26, D C ..... Brownian Motion m the Stock Market 157 ...
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Economics 236
File Format: PDF/Adobe Acrobat - View as HTML LeRoy claims the fair game model has the same efficient market implications as the Martingale. After all, a Martingale difference sequence is a fair game. ...
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BROWNIAN MOTION IN THE STOCK MARKET.
File Format: PDF/Adobe Acrobat - View as HTML Brownian Motion m the Stock Market 157. 1924 to 1956, and intervals of one day to 12 years, the s q r does indeed increase with the square root of the time, ...
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Martingales
File Format: Microsoft Powerpoint - View as HTML The martingale property is one of the fundamental mathematical properties which underlies many important results in finance. For example, the « Fundamental ...
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Martingales
File Format: Microsoft Powerpoint - View as HTML The martingale property is one of the fundamental mathematical properties which underlies many important results in finance. For example, the « Fundamental ...
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