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equities How to simulate stock prices with a Geometric. Keywords: Stock Price, Geometric Brownian Motion, Stock return, Stock Volatility, Monte Carlo Simulation 1. Introduction The impact of stock market behaviour on many economies especially in emerging markets of Africa, South America and Asia has become more recognized in recent years. Market performance in particular has attracted a lot of attention from traders, regulators, exchange … Brownian motion is a central concept in stochastic calculus which can be used in nance and economics to model stock prices and interest rates. 1.1 Brownian Motion De ned.

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