Geometric Brownian Motion with Ito's lemma approach to evaluate market fluctuations: A case study on Colombo Stock Exchange

R. M. Kapila Tharanga Rathnayaka, Jianguo Wei, D. M. K. N. Seneviratna. Geometric Brownian Motion with Ito's lemma approach to evaluate market fluctuations: A case study on Colombo Stock Exchange. In 2014 International Conference on Behavioral, Economic, and Socio-Cultural Computing, BESC 2014, Shanghai, China, October 30 - November 1, 2014. pages 110-115, IEEE, 2014. [doi]

Abstract

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