0
$\begingroup$

Is the Geometric Brownian Motion (GBM) a suitable model to describe the Bitcoin price over time? In my opinion it is NOT and a distribution which changes over time is more appropriate model (Btc is highly sensitive to publicity). However, I am not sure at all.

Any thoughts? Thanks!

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.