Browsing School of Biological, Physical, Mathematics & Actuarial Sciences by Author "Kwach, B. O."
Now showing items 1-1 of 1
-
Volatility Estimation Using European-Logistic Brownian Motion with Jump Diffusion Process
Mulambula, Andanje; Oduor, Daniel B.; Kwach, B. O. (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 ...