Simulating stock prices using geometric Brownian motion : evidence from Australian companies
Year of publication: |
2016
|
---|---|
Authors: | Reddy, Krishna ; Clinton, Vaughan |
Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 10.2016, 3, p. 23-47
|
Subject: | Geometric Brownian motion | Simulation | CAPM | Mean absolute percentage error (MAPE) | Industry | Australia | Australien | Theorie | Theory | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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