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Published November 30, 2020 | Version v1
Dataset Open

GBM and mGBM simulations

Creators

  • 1. Lucian Blaga University of Sibiu

Description

Geometric Brownian Motion - Monte Carlo Simulations determined in two scenarios (A and B) for 3 stock indexes: DAX, S&P 500, and Shanghai Composite.

Files

Files (211.4 MB)

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md5:c10efb0af6255a12bc2256f982b5d5ac
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