Stock Price Simulation Using Bootstrap and Monte Carlo
In this paper, an attempt is made to assessment and comparison of bootstrap experiment and Monte Carlo experiment for stock price simulation. Since the stock price evolution in the future is extremely important for the investors, there is the attempt to find the best method how to determine the futu...
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| Format: | Article |
| Language: | English |
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Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house
2017-06-01
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| Series: | Scientific Annals of Economics and Business |
| Subjects: | |
| Online Access: | http://www.degruyter.com/view/j/saeb.2017.64.issue-2/saeb-2017-0010/saeb-2017-0010.xml?format=INT |