Development of modified geometric Brownian motion models by using stock price data and basic statistics (Q419908)
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scientific article; zbMATH DE number 6036837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Development of modified geometric Brownian motion models by using stock price data and basic statistics |
scientific article; zbMATH DE number 6036837 |
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Development of modified geometric Brownian motion models by using stock price data and basic statistics (English)
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20 May 2012
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geometric Brownian motions
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data partitioning
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jumps
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empirical comparison
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