most citedA long-term alternative formula for a stochastic stock price model

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q-fin.MF2019★ 1 cited

A long-term alternative formula for a stochastic stock price model

Takuya Okabe, Jin Yoshimura

This study presents a long-term alternative formula for stock price variation described by a geometric Brownian motion on the basis of median instead of mean or expected values. Th…