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- W4386389002 abstract "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 true value of Shenzhen Holdings’ financial assets is greater than 1, while the difference between the Gaussian model and the true value is less than 0.35. Similarly, the difference between the Heston model, the B-S model, and the true value of Shun Tak Group’s financial assets is almost greater than 0.60, while the difference between the Gaussian model and the true value is less than 0.35. It can be seen that the Gaussian model is closer to the true value than the Heston model and the B-S model, so it is reasonable and effective to use the Gaussian model to price financial assets. This study not only presents a new basis for theoretically studying financial asset pricing but also provides a theoretical basis for applying option pricing in risk management." @default.
- W4386389002 created "2023-09-03" @default.
- W4386389002 creator A5092733715 @default.
- W4386389002 date "2023-07-24" @default.
- W4386389002 modified "2023-09-30" @default.
- W4386389002 title "Simulation analysis of asset pricing based on the Gaussian process" @default.
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- W4386389002 doi "https://doi.org/10.2478/amns.2023.2.00073" @default.
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