Lattice Models
Indian statistical institute series(2023)
Abstract
It is common to model the stock price movement with a stochastic process that has continuous path, for example a geometric Brownian motion. Computationally one can only evaluate the path at discrete points of time, however dense.
MoreTranslated text
Key words
lattice,models
AI Read Science
Must-Reading Tree
Example
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined