Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Thomas Chinwe Urama, Patrick Oseloka Ezepue
| Year of publication: |
2018
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|---|---|
| Authors: | Urama, Thomas Chinwe ; Ezepue, Patrick Oseloka |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 4, p. 640-667
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| Subject: | Ito-Calculus | Brownian Motion | Volatility | Black-Scholes | Stochastic Equations | Numerical Simulation | Convergence | Euler-Maruyama | Financial Assets Pricing | Stochastischer Prozess | Stochastic process | Volatilität | CAPM | Simulation | Nigeria | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2018.84041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012016532