Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and ...

Simulation code for interacting and non-interacting Brownian particles in 2D periodic channels. The particles undergo overdamped Brownian motion simulated via a stochastic Euler scheme. Different ...

This project evaluates Brownian Motion’s effectiveness compared to historical stock market data. This paper analyzes the application and limitations of this stochastic model, focusing on the Dow Jones ...

Brownian motion (BM) is a stochastic model that has been extensively studied in physics, finance, and engineering. However, its potential use in cryptographic applications remains underexplored. This ...

Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime ...