Testing the biased geometric Brownian motion

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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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Bibliographic Details
Main Author:	Danswasvong, Thepdanai
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22827/

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