Forecast Exchange Rates of Euro using Geometric Brownian Motion model according to four different ways to compute volatility.

Project: Research

Project Details

Project Description

Forecast Exchange Rates of Euro using Geometric Brownian Motion model according to four different ways to compute volatility.
Research funding programSpecialized Research Grant program
Research Number2021/02/18292
StatusCompleted
Effective start/end date8/11/218/11/22

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