GBM and mGBM simulations
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Geometric Brownian Motion - Monte Carlo Simulations determined in two scenarios (A and B) for 3 stock indexes: DAX, S&P 500, and Shanghai Composite.
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Brătian, Vasile创建时间:
2020-11-30

Geometric Brownian Motion - Monte Carlo Simulations determined in two scenarios (A and B) for 3 stock indexes: DAX, S&P 500, and Shanghai Composite.