A Two Model Approach of Assessing Asset Value Functions for Capital Investments
نویسندگان
چکیده
The benefit of monetary assets cannot be over emphasized because it stands as an engine room to every investment which accumulates wealth such daily, weekly, monthly and yearly etc. In this study, a closed form solution Stochastic Differential Equation (SDE) was successfully exploited for the analysis asset values other stock market quantities. solutions variables were critically observed by simulations describe behavior with respect their maturity periods. Finally, skewness kurtosis obtained give investors proper directions in terms decision making.
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ژورنال
عنوان ژورنال: Asian Journal of Probability and Statistics
سال: 2023
ISSN: ['2582-0230']
DOI: https://doi.org/10.9734/ajpas/2023/v24i3526