Modified Brownian Motion Approach to Modeling Returns Distribution

Gurjeet Dhesi, Mohammad Bilal Shakeel, Ling Xiao

Research output: Contribution to journal › Article › peer-review

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@article{f2ca364ad64141429916682382fec48f,

title = "Modified Brownian Motion Approach to Modeling Returns Distribution",

author = "Gurjeet Dhesi and Shakeel, {Mohammad Bilal} and Ling Xiao",

year = "2016",

month = mar,

day = "22",

doi = "10.1002/wilm.10494",

language = "English",

volume = "2016",

pages = "74--77",

journal = "Wilmott Magzine",

issn = "1541-8286",

publisher = "Wiley",

number = "82",

}