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4
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1answer
2k views
How to simulate stock prices with a Geometric Brownian Motion?
I want to simulate stock price paths with different stochastic processes. I started with the famous geometric brownian motion. I simulated the values with the following formula:
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1
vote
1answer
120 views
transaction size and liquidity in simulation of US stocks
i am developing a simulation trading in US stocks.
i have 1 transaction a day per stock, assumed for simplicity to be executed at the daily closing price.
in order to determine a reasonable maximal ...
