If the price of the risky asset follows the geometric Brownian motion, the asset market exhibits the separation of two funds.
2
然而在具体应用中,大部分学者直接将标的资产的价格设为几何布朗运动,并未进行深入研究。
Most researchers directly take an assumption that underlying assets price moving mode is Geometric Brownian Motion, don't ever deeply consider whether it is proper.
3
通过引入用于预测普通商品价格的较成熟的几何布朗运动模型建立了燃煤市场的煤价波动模型。
By means of introducing ripe geometrical Brown movement model for common commodity price forecasting a coal price fluctuation model of coal market is established.