Modeling and Forecasting Mudharabah Investment with Risk by Using Geometric Brownian Motion.

Nurizzati Azhari Maheran Mohd Jaffar

Published in: SCDS (2016)

Keyphrases

brownian motion
investment decisions
decision making
stochastic process
risk management
diffusion process
heavy traffic
poisson process
optimal control
queue length
long run
support vector
differential equations
stochastic processes