| http://www.w3.org/ns/prov#value | - Here, though, the term added to drift is a consequence of representing the random part of the asset price as ?????????W, where ?? is constant, ?? is the average of asset price, and W(t) a Wiener process, and further imposing the condition that only those terms of the order (??/??)3 and higher are negligible when compared to unity.
|