Development of modified geometric Brownian motion models by using stock price data and basic statistics (Q419908)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Development of modified geometric Brownian motion models by using stock price data and basic statistics |
scientific article; zbMATH DE number 6036837
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Development of modified geometric Brownian motion models by using stock price data and basic statistics |
scientific article; zbMATH DE number 6036837 |
Statements
Development of modified geometric Brownian motion models by using stock price data and basic statistics (English)
0 references
20 May 2012
0 references
geometric Brownian motions
0 references
data partitioning
0 references
jumps
0 references
empirical comparison
0 references
0.8486767411231995
0 references
0.7737162113189697
0 references
0.7692881226539612
0 references
