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- Brownian_model_of_financial_markets abstract "The Brownian motion models for financial markets are based on the work of Robert C. Merton and Paul A. Samuelson, as extensions to the one-period market models of Harold Markowitz and William Sharpe, and are concerned with defining the concepts of financial assets and markets, portfolios, gains and wealth in terms of continuous-time stochastic processes.Under this model, these assets have continuous prices evolving continuously in time and are driven by Brownian motion processes. This model requires an assumption of perfectly divisible assets and a frictionless market (i.e. that no transaction costs occur either for buying or selling). Another assumption is that asset prices have no jumps, that is there are no surprises in the market. This last assumption is removed in jump diffusion models.".
- Brownian_model_of_financial_markets wikiPageExternalLink Merton1971.pdf.
- Brownian_model_of_financial_markets wikiPageID "23004578".
- Brownian_model_of_financial_markets wikiPageRevisionID "581872351".
- Brownian_model_of_financial_markets bot "H3llBot".
- Brownian_model_of_financial_markets date "November 2010".
- Brownian_model_of_financial_markets hasPhotoCollection Brownian_model_of_financial_markets.
- Brownian_model_of_financial_markets subject Category:Finance_theories.
- Brownian_model_of_financial_markets type Abstraction100002137.
- Brownian_model_of_financial_markets type Cognition100023271.
- Brownian_model_of_financial_markets type Explanation105793000.
- Brownian_model_of_financial_markets type FinanceTheories.
- Brownian_model_of_financial_markets type HigherCognitiveProcess105770664.
- Brownian_model_of_financial_markets type Process105701363.
- Brownian_model_of_financial_markets type PsychologicalFeature100023100.
- Brownian_model_of_financial_markets type Theory105989479.
- Brownian_model_of_financial_markets type Thinking105770926.
- Brownian_model_of_financial_markets comment "The Brownian motion models for financial markets are based on the work of Robert C. Merton and Paul A. Samuelson, as extensions to the one-period market models of Harold Markowitz and William Sharpe, and are concerned with defining the concepts of financial assets and markets, portfolios, gains and wealth in terms of continuous-time stochastic processes.Under this model, these assets have continuous prices evolving continuously in time and are driven by Brownian motion processes.".
- Brownian_model_of_financial_markets label "Brownian model of financial markets".
- Brownian_model_of_financial_markets sameAs m.064ltsh.
- Brownian_model_of_financial_markets sameAs Q4976525.
- Brownian_model_of_financial_markets sameAs Q4976525.
- Brownian_model_of_financial_markets sameAs Brownian_model_of_financial_markets.
- Brownian_model_of_financial_markets wasDerivedFrom Brownian_model_of_financial_markets?oldid=581872351.
- Brownian_model_of_financial_markets isPrimaryTopicOf Brownian_model_of_financial_markets.