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Browsing Master of Science in Financial Mathematics by Author "Samarakoon SMRK"

Browsing Master of Science in Financial Mathematics by Author "Samarakoon SMRK"

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  • Simulating stock prices using geometric brownian motion: 
    Samarakoon SMRK [Thesis-Full-text]
    When looking at the simulation of the stock price, the Geometric Brownian motion model is a widely used share price prediction model in various countries. But, in the Sri Lankan context, the use of the Geometric Brownian ...