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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
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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.

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