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Stock simulation with stochastic models: An Application In Istanbul Stock Exchange
(Malatya Turgut Özal Üniversitesi, İşletme Ve Yönetim Bilimleri Fakültesi, 2020)Financial markets are the markets where price changes are experienced depending on the instant changes. That’s why, recent studies focus on constant time stochastic models to model stock prices. Geometric Brownian Motion ...