Modelling Malaysian gold prices using geometric brownian motion model
In this study, we use geometric Brownian motion, a mathematical model, to represent the future price path for Malaysian gold prices, namely Kijang Emas. We estimate the unknown parameters in the model, and we illustrate the accuracy of this method using a simulation method. The results obtained show...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Union of researchers of Macedonia
2020
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| Online Access: | http://psasir.upm.edu.my/id/eprint/86790/ https://www.research-publication.com/amsj/all-issues/vol-09/iss-09 |
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