2010•SSRN Electronic JournalOpen access

Matlab Code for Brownian Motion Simulation (Brownian Motion, Brownian Motion with Drift, Geometric Brownian Motion and Brownian Bridge)

Moslem Peymany

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Key concepts: Geometric Brownian motion, Brownian excursion, Martingale representation theorem, Reflected Brownian motion, Brownian motion, Diffusion process, Brownian bridge, Fractional Brownian motion

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Matlab Code for Brownian Motion Simulation (Brownian Motion, Brownian Motion with Drift, Geometric Brownian Motion and Brownian Bridge) — Research Paper | ScholarLens