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Simulation and hedging oil price with Geometric Brownian Motion and Single-Step Binomial Price Model
Chioma N. Nwafor
, Azeez A. Oyedele
School of Business and Creative Industries
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Dive into the research topics of 'Simulation and hedging oil price with Geometric Brownian Motion and Single-Step Binomial Price Model'. Together they form a unique fingerprint.
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Keyphrases
Oil Price
100%
Hedging
100%
Price Model
100%
Geometric Brownian Motion
100%
Nave
50%
Evaluation Method
25%
Nigeria
25%
Prediction Accuracy
25%
National Budget
25%
Oil Price Volatility
25%
Forecast Evaluation
25%
Oil Price Decline
25%
Crude Oil Price
25%
Call Option Contract
25%
Monte Carlo Simulation Framework
25%
Economics, Econometrics and Finance
Hedging
100%
Levy Process
100%
Price
100%
Price Volatility
14%
Monte Carlo Simulation
14%
Option Trading
14%
Option Contract
14%
State Budget
14%
Engineering
Oil Price
100%
Geometric Brownian Motion
100%
Crude Oil
20%
Call Option
20%
Earth and Planetary Sciences
Brownian Motion
100%
Nigeria
25%
Evaluation Method
25%
Petroleum
25%