A Comparative Predicting Stock Prices using Heston and Geometric Brownian Motion Models
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- Li, Zhe & Zhang, Wei-Guo & Liu, Yong-Jun & Zhang, Yue, 2019. "Pricing discrete barrier options under jump-diffusion model with liquidity risk," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 347-368.
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- Amit K. Sinha, 2024. "Obtaining Accurate Gold Prices," Commodities, MDPI, vol. 3(1), pages 1-12, March.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2023-04-03 (Financial Markets)
- NEP-RMG-2023-04-03 (Risk Management)
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