Geometric Brownian Motion Based on Stochastic Differential Equation Modeling Considering the Change Point Estimation for the Fluctuation of the Turkish Lira Against the US Dollar
In this study, the data showing the fluctuation of the Turkish Lira (TL) against the US Dollar (USD) between 19.06.2017 and 19.06.2022 were examined with Geometric Brownian Motion Stochastic Differential Equation Modeling (GBM SDEM). The study aims to get the GBM stochastic differential equation tha...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Mahmut Akyigit
2025-06-01
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| Series: | Journal of Mathematical Sciences and Modelling |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/en/download/article-file/4623757 |
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