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Capital income
Stochastischer Prozess
80
Stochastic process
79
geometric Brownian motion
51
Geometric Brownian motion
48
Option pricing theory
47
Optionspreistheorie
47
Theorie
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Geometric Brownian Motion
31
Portfolio selection
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optimal stopping
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Song, Xiaojing
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Tippett, Mark
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DiLellio, James A.
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Dong, Yizhe
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Feghhi Kashani, Mohamamd
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Islam, Mohammad Rafiqul
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The European journal of finance
2
Australasian accounting business and finance journal : AABF
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Credit and capital markets : Kredit und Kapital
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Finance research letters
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1
Dynamic portfolio speculation via an informationally more structured ITO process
Feghhi Kashani, Mohamamd
;
Mohebimajd, Ahmadreza
- In:
Iranian journal of economic studies : IJES
10
(
2021
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10013364165
Saved in:
2
Comparison of financial models for stock price prediction
Islam, Mohammad Rafiqul
;
Nguyen, Nguyet
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
8/181
,
pp. 1-19
, artificial neural network, and stochastic process-
geometric
Brownian
motion
. Each of the methods is used to build predictive …
Persistent link: https://www.econbiz.de/10012321966
Saved in:
3
Which is the correct discount rate? : arithmetic versus geometric mean
Kipp, Martin
;
Koziol, Christian
- In:
Credit and capital markets : Kredit und Kapital
53
(
2020
)
3
,
pp. 355-381
Persistent link: https://www.econbiz.de/10012550376
Saved in:
4
Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
9
,
pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
Saved in:
5
Risk and reward of fractionally leveraged ETFs in a stock/bond portfolio
DiLellio, James A.
- In:
Financial services review : the journal of individual …
27
(
2018
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10012120191
Saved in:
6
The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul
;
Dong, Yizhe
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
Saved in:
7
Nonrandom price movements
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
17
(
2016
),
pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
Saved in:
8
Simulating stock prices using
geometric
Brownian
motion
: evidence from Australian companies
Reddy, Krishna
;
Clinton, Vaughan
- In:
Australasian accounting business and finance journal : AABF
10
(
2016
)
3
,
pp. 23-47
Persistent link: https://www.econbiz.de/10011599063
Saved in:
9
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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