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alihan/ stochastic-asset-pricing-in-continuous-time

Python 0 0

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

arbitrage-pricing asset-pricing capital-markets drift financial-modeling gbm geometric-brownian-motion monte-carlo monte-carlo-simulation risk-neutral-probability sde stochastic-differential-equations stochastic-processes wiener-process

Updated 2022-04-17 03:42:42 +03:00