Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and ...

I have programmed some algorithms for simulating fractional Brownian motion. The resulting C-programs are suited for dynamically loading into R, but the routines can be called from any C-program. See ...

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This project evaluates Brownian Motion’s effectiveness compared to historical stock market data. This paper analyzes the application and limitations of this stochastic model, focusing on the Dow Jones ...