Stochastic Calculus and Geometric Brownian Motion Model

2016 ◽  
pp. 253-327 ◽  
Author(s):  
Arlie O. Petters ◽  
Xiaoying Dong
Keyword(s):  
Brownian Motion ◽  
Stochastic Calculus ◽  
Geometric Brownian Motion ◽  
Motion Model ◽  
Brownian Motion Model

scholarly journals Evaluation of an iron ore price forecast using a geometric Brownian motion model

2019 ◽  
Vol 72 (1 suppl 1) ◽  
pp. 9-15 ◽  
Author(s):  
André Lubene Ramos ◽  
Douglas Batista Mazzinghy ◽  
Viviane da Silva Borges Barbosa ◽  
Michel Melo Oliveira ◽  
Gilberto Rodrigues da Silva
Keyword(s):  
Brownian Motion ◽  
Iron Ore ◽  
Geometric Brownian Motion ◽  
Motion Model ◽  
Price Forecast ◽  
Brownian Motion Model

MODELLING MALAYSIAN GOLD PRICES USING GEOMETRIC BROWNIAN MOTION MODEL

2020 ◽  
Vol 9 (9) ◽  
pp. 7463-7469 ◽  
Author(s):  
Zawin Najah Hamdan ◽  
Siti Nur Iqmal Ibrahim ◽  
Mohd Shafie Mustafa
Keyword(s):  
Brownian Motion ◽  
Geometric Brownian Motion ◽  
Motion Model ◽  
Brownian Motion Model
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