Geometric Brownian motion approach to modelling stock prices
In this paper, geometric Brownian motion is revisited as a mathematical model for the financial returns. The properties of geometric Brownian motion process which provide modelling the stock prices are discussed. An application study is conduct to present the performance of the revisited model.
Copyright (c) 2021 Cigdem Topcu Guloksuz
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.