2023
DOI: 10.2478/amns.2023.2.00073
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Simulation analysis of asset pricing based on the Gaussian process

Jingping Nong

Abstract: This paper simulates and analyzes asset pricing based on the Gaussian model, simulates stock price paths under the Heston model, B-S model, and Gaussian model using the Monte Carlo simulation method, and compares with the real path. The difference between the Heston model, the B-S model, and the real value for predicting KIA financial assets is greater than 0.6, while the difference between the Gaussian model and the real value is less than 0.25. The difference between the Heston model, the B-S model, and the … Show more

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