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by mirthgrief
August 3rd, 2011, 5:06 am
Forum: Student Forum
Topic: Maximum of Brownian Motion
Replies: 5
Views: 18347

Maximum of Brownian Motion

Hey I wonder if you could name 5 to 6 physics-related models other than the brownian motion models that is used in quantitative finance?Also, do these models work well in extreme, non-random situations such as the 2008 subsidary mortgage crisis or in other financial turmoils?
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