Geometric Brownian Motion from its Definition
- Author:
- sdunbar
Visualization of Geometric Brownian Motion from its definition. For a complete explanation, see
http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/StochasticCalculus/GeometricBrownianMotion/geometricbrownian.pdf
complete with theorems and problems to work for understanding.
