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Indian stock market examination of validity of the Geometric Brownian Motion GBM model to stock price behaviour with particular emphasis on the Black Scholes option pricing model
Published in
Abstract

The present work is an empirical study of financial markets using non-traditional
methods of time series analysis. Analysing a time series is a common area of
study pervading multiple premises of science and has been addressed for a long
time by statisticians. Understanding the dynamics of a financial series as a stock
market index is still, however, a complex task having its specific requirements.

About the journal
JournalKolkata,
Open AccessNo