Browsing School of Biological, Physical, Mathematics & Actuarial Sciences by Subject "Logistic Brownian motion"
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Volatility Estimation Using European-Logistic Brownian Motion with Jump Diffusion Process
(International Journal of Mathematics And its Applications, 2020)Volatility is the measure of how we are uncertain about the future of stock or asset prices. Black-Scholes model formed the foundation of stock or asset pricing. However, some of its assumptions like constant volatility ...