GEOMETRIC BROWNIAN MOTION WITH JUMP DIFFUSION AND VALUE AT RISK ANALYSIS OF PT BANK NEGARA INDONESIA STOCKS
Investments in stocks are made to make a profit, where the higher the expected profit, the greater the risk undertaken. The return on investing in stocks can be influenced by changes in the price of stocks that are difficult to predict, which can lead to uncertainty in the value of the return and th...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Pattimura
2025-01-01
|
| Series: | Barekeng |
| Subjects: | |
| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/14906 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|