Divergence between sample path and moments behavior: An issue in the application of geometric brownian motion to finance

Cheung, Michael TowMichael TowCheungProf. YEUNG Wing Kay, DavidDavidProf. YEUNG Wing Kay2021-02-262021-02-261994Stochastic Analysis and Applications, 1994, vol. 12(3), pp. 277-290.0736-29941532-9356http://hdl.handle.net/20.500.11861/6448enDivergence between sample path and moments behavior: An issue in the application of geometric brownian motion to financePeer Reviewed Journal Article10.1080/07362999408809352