Search Results
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“Partial ensemble averages in geometric Brownian motion” submitted.
In this paper Ole Peters and Bill Klein clarify two important issues in geometric Brownian motion. They show analytically, using extreme-value theory, that the time-average growth rate for a finite ensemble is the same as
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LML appoints trustees.
In its first board meeting LML has today appointed the following three trustees: Jan-Peter Onstwedder, Oliver Schuppart, and Duncan Kennedy. We congratulate the trustees and thank them for accepting their nominations.
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LML is incorporated.
We’re celebrating today because we exist! LML is now a charitable company registered in England and Wales with the Company Number 8202599. The next step will be to obtain approval from the Charity Commission.