Browsing by Author "Charles, Wilson Mahera"
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Merton’s Jump Diffusion Model an Application to Stock Markets of East African Countries
Novat, Kimaro; Charles, Wilson Mahera; Masanja, Verdiana Grace (International Journal of Advances in Scientific Research and Engineering (ijasre), 2019-08-16)The stock price is characterized with a number of features which can only be captured by a best model. To investigate this the Merton’s jump diffusion model was applied to the selected stocks of three East African community ...