Search results: tag:"geometric brownian motion" - MATLAB Answers

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Geometric Brownian Motion (GBM)

Asked by Martina Della Monica on 11 Aug 2019

Latest activity Answered by Samatha Aleti on 14 Aug 2019

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Computational Finance Financial Toolbox Stochastic Differential Equation (SDE) Models

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How to estimate parameters μ and σ of geometric Brownian Motion

Asked by Duda R. on 30 Jun 2019

Latest activity Answered by Sai Sri Pathuri on 17 Jul 2019

Industries Energy Production

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Simulation geometric brownian motions

Asked by Cecilie Pedersen on 22 Oct 2016

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Computational Finance Financial Toolbox

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Simulating stochastic financial assets

Asked by Hardeep Singh Rana on 3 Oct 2016

Latest activity Commented on by Hardeep Singh Rana on 10 Oct 2016

Computational Finance Financial Toolbox

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Simulate 10.000 paths for a 30 year period

Asked by Cecilie Pedersen on 4 Oct 2016

MATLAB Language Fundamentals

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how to simulate Geometric Brownian Motion

Asked by xun on 13 Jun 2013

Sciences Physics

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Geometric Brownian Motion (GBM)

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How to estimate parameters μ and σ of geometric Brownian Motion

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Simulation geometric brownian motions

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Simulating stochastic financial assets

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Simulate 10.000 paths for a 30 year period

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how to simulate Geometric Brownian Motion