152
edits
Changes
Jump to navigation
Jump to search
Line 4:
Line 4: +
no edit summary
\frac{dS}{S} = \mu dt + \sigma dW(t)
\frac{dS}{S} = \mu dt + \sigma dW(t)
</math>
</math>
where <math>W(t)</math> is a standard Weiner stochastic process.
where <math>W(t)</math> is a standard Weiner stochastic process.