Browsing Faculty of Engineering, Mathematics by Subject "GEOMETRIC BROWNIAN MOTION"

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Applicability of geometric brownian motion and geometric fractional brownian motion to forecast share prices of telecommunication services sector in Sri Lanka

Athukorala AKKK [Thesis-Abstract]

The Brownian motion is a Mathematical concept which European botanist Robert Brown introduced in 1827 to study the behaviour of molecules. The Brownian motion concept was transformed into many versions, and Geometric ...
Simulating stock prices using geometric brownian motion:

Samarakoon SMRK [Thesis-Abstract]

When looking at the simulation of the stock price, the Geometric Brownian motion model is a widely used share price prediction model in various countries. But, in the Sri Lankan context, the use of the Geometric Brownian ...

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