Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
|
| gptkbp:alsoKnownAs |
Bachelier model
|
| gptkbp:assumes |
additive price changes
asset prices follow a normal distribution |
| gptkbp:basedOn |
Brownian motion
|
| gptkbp:describes |
price evolution of financial assets
|
| gptkbp:extendsTo |
gptkb:Paul_Samuelson
|
| gptkbp:field |
finance
mathematical finance |
| gptkbp:form |
dS = μdt + σdW
|
| https://www.w3.org/2000/01/rdf-schema#label |
Samuelson–Bachelier model
|
| gptkbp:introduced |
gptkb:Louis_Bachelier
|
| gptkbp:introducedIn |
1900
|
| gptkbp:limitation |
allows negative prices
|
| gptkbp:predecessor |
gptkb:Black–Scholes_model
|
| gptkbp:usedFor |
option pricing
|
| gptkbp:bfsParent |
gptkb:Paul_A._Samuelson
|
| gptkbp:bfsLayer |
7
|