List of Articles Geometric Brownian Motion

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  1 - Investigation of Volatility Forecast Errors using Geometric Brownian Motion and GARCH Models in Sector Indices of Tehran Securities Exchange
  Ershad Emami Alireza Heidarzadeh Hanzaei
  10.30495/jfksa.2022.21084
• Open Access Article
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  2 - Forecasting Total Index of Tehran Stock Exchange Using Geometric Brownian Motion Model
  Maryam Davallou Alireza Varzideh
• Open Access Article
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  3 - Application of Geometric Brownian motion in prediction of gold price and currency rate
  Hojjatollah Sadeqi Mohammadesmaeil Fadaeinejad Alireza Varzideh
• Open Access Article
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  4 - Simulating Exchange Rate Volatility in Iran Using Stochastic Differential ‎Equations‎
  P. Fakhraiepour‎ P. Nabati R. Taghizadeh
• Open Access Article
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  5 - The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform
  Ahmad Shojaei Alireza Heidarzadeh Hanzaei
• Open Access Article
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  6 - Analysis and comparison of statistical fluctuation analysis patterns with numerical method of drop motion algorithm for Tehran Stock Exchange stock price index
  Mohammad Reza Ziyaei Najafabadi Seyed Reza Ghazi Fini