Solution-Defining properties of a standard brownian motion

Defining properties of a standard brownian motion

Reference no: EM131182063

1. State five key defining properties of a standard Brownian motion.

2. Outline the advantages and disadvantages of using the continuous time lognormal model for stock prices by considering both the theoretical features of the model and its consistency with empirical evidence.

Reference no: EM131182063

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Defining properties of a standard brownian motion

Reference no: EM131182063

Reference no: EM131182063

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