A Stochastic Model of the Dynamics of Stock Price for Forecasting
A. I. O. Ofomata, S. C. Inyama, R. A. Umana & A. Omame · Journal of Advances in Mathematics and Computer Science · 2018
In this work, a stochastic model of some selected stocks in the Nigerian Stock Exchange (NSE) is formulated. We considered four different stocks and their market prices. The likelihood of each change occurring in the stock prices was noted, the drift (the expectation) and the vol...
Open access
Research Article
10.9734/JAMCS/2017/38014