Testing the biased geometric Brownian motion
This dissertation proposes a new stock price model “The biased geometric Brownian motion”. In short, the biased geometric Brownian motion is a normal geometric Brownian motion with a newly introduced “biased factor”. The forecasting performance of the biased geometric Brownian motion was tested in o...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/22827/ |