Zobrazeno 1 - 10
of 4 748
pro vyhledávání: '"Geometric Brownian Motion"'
Using Real Options and Geometric Brownian Motion Methods to Evaluate Petroleum Projects in Indonesia
Publikováno v:
Jambura Journal of Mathematics, Vol 6, Iss 2, Pp 243-248 (2024)
There are several methods for evaluating the value of a project. The most commonly used method is the Discounted Cash Flows (DCF) method which is more practical in its use. However, the DCF method still has several weaknesses, including not paying at
Externí odkaz:
https://doaj.org/article/6ec0245aa3304a6b85afb7b66ffead76
Publikováno v:
Frontiers in Applied Mathematics and Statistics, Vol 10 (2024)
This research is devoted to studying a geometric Brownian motion with drift switching driven by a 2 × 2 Markov chain. A discrete-time multiplicative approximation scheme was developed, and its convergence in Skorokhod topology to the continuous-time
Externí odkaz:
https://doaj.org/article/68d55864b99245ffbdb1ecba18b8be5f
Autor:
Amit K. Sinha
Publikováno v:
Commodities, Vol 3, Iss 1, Pp 115-126 (2024)
Gold prices have been of major interest for a lot of investors, analysts, and economists. Accordingly, a number of different modeling approaches have been used to forecast gold prices. In this manuscript, the geometric Brownian motion approach, used
Externí odkaz:
https://doaj.org/article/c63ade03336247bb810eb90d171f0429
Publikováno v:
Symmetry, Vol 16, Iss 11, p 1445 (2024)
The time irreversibility of a dynamical process refers to the phenomenon where its behaviour or statistical properties change when it is observed under a time-reversal operation, i.e., backwards in time and indicates the presence of an “arrow of ti
Externí odkaz:
https://doaj.org/article/a9428f0a385846c2811665f2f17e44c6
Autor:
John Leventides, Evangelos Melas, Costas Poulios, Maria Livada, Nick C. Poulios, Paraskevi Boufounou
Publikováno v:
Fractal and Fractional, Vol 8, Iss 8, p 454 (2024)
The Athens Stock Exchange (ASE) is a dynamic financial market with complex interactions and inherent volatility. Traditional models often fall short in capturing the intricate dependencies and long memory effects observed in real-world financial data
Externí odkaz:
https://doaj.org/article/a7755c5a3249450faab5ea7d453f7eb0
Autor:
Mohammed Alhagyan, Mansour F. Yassen
Publikováno v:
AIMS Mathematics, Vol 8, Iss 8, Pp 18581-18595 (2023)
It is known in the financial world that the index price reveals the performance of economic progress and financial stability. Therefore, the future direction of index prices is a priority of investors. This empirical study investigated the effect of
Externí odkaz:
https://doaj.org/article/9d36767ebede49e1b8de59f7d953c9d2
Autor:
Kyungcheol Shin, Jinyeong Lee
Publikováno v:
Energies, Vol 17, Iss 9, p 2019 (2024)
The use of renewable energy sources to achieve carbon neutrality is increasing. However, the uncertainty and volatility of renewable resources are causing problems in power systems. Flexible and low-carbon resources such as Energy Storage Systems (ES
Externí odkaz:
https://doaj.org/article/11b8d81682d64908912a0d16123c339e
Autor:
Qi Liu
Publikováno v:
Econometric Research in Finance, Vol 8, Iss 2 (2023)
It is common for a corporate bond to include a call provision that gives the issuing company an option to call, or redeem, the bond at some prespecified set of call prices before the stated maturity date. Since the option is embedded in the bond, it
Externí odkaz:
https://doaj.org/article/f6fb15cb53814c4ca4a5cd819606de8b
Yes
We introduce a continuous time model for stock prices in a general factor representation with the noise driven by a geometric Brownian motion process. We derive the theoretical hitting probability distribution for the long-until-barrier stra
We introduce a continuous time model for stock prices in a general factor representation with the noise driven by a geometric Brownian motion process. We derive the theoretical hitting probability distribution for the long-until-barrier stra
Externí odkaz:
http://hdl.handle.net/10454/19603
Autor:
Mohammed Alhagyan
Publikováno v:
Alexandria Engineering Journal, Vol 61, Iss 12, Pp 9601-9608 (2022)
The performance of financial trading in any country depends significantly on the role of exchange rate, specifically the activity of international trading. Thus, one of the priority of stakeholders is knowing the direction of exchange rates in future
Externí odkaz:
https://doaj.org/article/1809aa5c22b14ecb875e2c59559d478b