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What does GBM stand for?

GBM stands for Geometric Brownian Motion (mathematical finance)

This definition appears very rarely and is found in the following Acronym Finder categories:

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  • Business, finance, etc.

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We have 100 other meanings of GBM in our Acronym Attic

Samples in periodicals archive:

We determine the present value of the expected flow of profits from an incremental unit of capacity for a given capacity K Recall the Pindyck's solution for the geometric Brownian motion case: If [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], (9) where [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], and [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], The assumption that the process [theta] follows a geometric Brownian motion means that [theta] has a determinist trend but for a long horizon, [theta] may have values very far from this prediction.
Similarly, why a geometric Brownian motion assumption at portfolio level gives a different answer when the assets comprising the portfolio are each assumed to follow a geometric Brownian motion is exciting reading for a curious reader.