Application Of Geometric Brownian Motion On ANZ.AX Stock Prices

Conditions for successful application of Geometric Brownian MotionQuestion 1
The quantity   – in the percentage drift and  – is the percentage volatility. These parameters are considered constant when solving the differential equation to obtain the Geometric Brownian Motion which is the solution for the differential. The parameters in time series analysis of stock returns represents the continuous compounded expecte…

Get your college paper done by experts

Do my question How much will it cost?

Place an order in 3 easy steps. Takes less than 5 mins.