Browsing Mathematics Masters Papers by Author "Uden, Austin"
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Stochastic Processes, and Development of the Barndorff-Nielsen and Shephard Model for Financial Markets
Uden, Austin (North Dakota State University, 2022)In this paper, we introduce Brownian motion, and some of its drawbacks in connection to the financial modeling. We then introduce geometric Brownian motion as the basis for European call option pricing as we navigate our ...