Azor, P. A., and Egelamba, J.C. and Amadi, I.U (2023) The Effects of Stochastic Variables on the Analysis of Stock Market Prices. International Journal of Mathematics and Statistics Studies, 11 (2). pp. 35-47. ISSN 2053-2229 (Print), 2053-2210 (Online)
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Abstract
In this paper, stochastic differential equation with some imposed parameters in the model was considered. The problem was solved by adopting Ito’s theorem to obtain an analytical solution which was used to generate various discrepancies on various asset prices. The asset values were obtained through the influences of some key stochastic variables which shows as follows:(i) increase in when are fixed increases the value of asset returns (ii) a little increase on time when return rates and stock volatility are fixed also increases the value of assets (iii) an increase in the volatility parameter increases the value of asset pricing (iv) , (v) a measure of parameter shows the various levels of long term investment plans . Finally, the normality probability plots are not statistically significant and besides do come from a common distribution which has a vital meaning in the assessment of asset values for capital market investments. However, the Tables, graphs and other stock variables were discussed. The governing investment equation is reliable and therefore is found to be adequate.
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Depositing User: | Professor Mark T. Owen |
| Date Deposited: | 08 Sep 2023 20:18 |
| Last Modified: | 08 Sep 2023 20:18 |
| URI: | https://tudr.org/id/eprint/2190 |
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