Stochastic modeling of AAPL stock using classical stochastic differential equation models

DOI10.22080/CJMS.2025.29984.1772MaRDI QIDQ6860888zbMATH OpenFDO

Authors Mehdi Shams, Saghar Mehmani

Publication date 10 February 2026

Published in Caspian Journal of Mathematical Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.22080/CJMS.2025.29984.1772

zbMATH Keywords

Brownian bridgeexit timegeometric Brownian motionhitting timeOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Probabilistic methods, stochastic differential equations (65Cxx) Financial and insurance mathematics (aspects of mathematics education) (97M30)

Cites work

• A Generalization of Simultaneous Long–Short Stock Trading to PI Controllers
• Modelling joint behaviour of asset prices using stochastic correlation
• On the first exit time of geometric Brownian motion from stochastic exponential boundaries
• Optimal stopping for the exponential of a Brownian bridge
• Prediction of the stock prices at Uganda securities exchange using the exponential Ornstein-Uhlenbeck model
• Stochastic differential equations. An introduction with applications.

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