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Forecast Exchange Rates of Euro using Geometric Brownian Motion model according to four different ways to compute volatility.
Mahmoud Elmorshedy, Mahmoud
(PI)
Ahmed Mansour, mustafa
(PI)
Mathematics
Business Administration
Project
:
Research
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Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
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Mathematics
Brownian Motion
21%
Brownian Motion Model
100%
Brownian Motion Process
14%
Continuous Time
7%
Direct Effect
7%
Discrete Time
7%
Doctoral Dissertation
14%
Fractional Brownian Motion
7%
Future Price
7%
Geometric Brownian Motion
100%
Historical Data
14%
Long-Memory Process
14%
Mathematical Finance
21%
Mean Square Error
7%
Option Pricing
7%
Performance Model
7%
Random Variable
7%
Real Life
7%
Stochastic Process
7%
Stochastic Volatility
50%
Stochastic Volatility Model
7%
Stochastics
7%
Economics, Econometrics and Finance
Exchange Rate
100%
Finance
12%
Investors
16%
Volatility
100%