This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.
This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.
This is Arts in Motion, a long-term joint project to enable and celebrate creative ambition on a global scale. The BBC visits the studio of British sculptor Antony Gormley to learn how art evolves ...