PERSAMAAN DIFERENSIAL ORNSTEIN-UHLENBECK DALAM PERAMALAN HARGA SAHAM
Geometric Brownian motion is one of the most widely used stock price model. One of the assumptions that is filled with stock return volatility is constant. Gamma Ornstein-Uhlenbeck process a model to describe volatility in finance. Additionally, Gamma Ornstein-Uhlenbeck process driven by Background...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
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Universitas Diponegoro
2020-06-01
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| Serie: | Media Statistika |
| Soggetti: | |
| Accesso online: | https://ejournal.undip.ac.id/index.php/media_statistika/article/view/27941 |
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