Forecasting Stock Positions through Monte Carlo Simulation of Stochastic Models (GBM, Merton Jump Diffusion Model) For full research paper: https://www.researchgate.net/publication/376956394_Forecasting_Stock_Positions_through_Monte_Carlo_Simulation_of_Stochastic_Models
arjundhatt13 / jumpdiffusion Goto Github PK
View Code? Open in Web Editor NEWConducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.