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Search: subject:"Geometric Brownian Motion"
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Monte Carlo simulation
Stochastischer Prozess
80
Stochastic process
79
geometric Brownian motion
51
Geometric Brownian motion
48
Option pricing theory
47
Optionspreistheorie
47
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42
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Geometric Brownian Motion
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optimal stopping
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Akyildirim, Erdinc
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Kung, James J.
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Journal of mathematical finance
2
Applied economics
1
International Journal of Forecasting
1
OR spectrum : quantitative approaches in management
1
Risk management : a journal of risk, crisis and disaster
1
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Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
2
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
3
Superiority of Monte Carlo simulation in valuing real options within public-private partnerships
Berk, Ales S.
;
Podhraski, Dejan
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011859007
Saved in:
4
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
5
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
Saved in:
6
Forecasting life expectancy in an international context
Torri, Tiziana
;
Vaupel, James W.
- In:
International Journal of Forecasting
28
(
2012
)
2
,
pp. 519-531
population. One of our approaches is based on the concept of discrete
geometric
Brownian
motion
; our other approach relies on a …
Persistent link: https://www.econbiz.de/10010573796
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