Sigma
Key Sigma in Geom Brownian Process refers to the σ in the equation dx = μxdt + σxdw as described in Geom Brownian Process, which is interpreted as the lognormal volatility of the diffused quantity x
Key Sigma in Geom Brownian Process refers to the σ in the equation dx = μxdt + σxdw as described in Geom Brownian Process, which is interpreted as the lognormal volatility of the diffused quantity x