@article{article_679488, title={STOCK SIMULATION WITH STOCHASTIC MODELS: AN APPLICATION IN ISTANBUL STOCK EXCHANGE}, journal={Malatya Turgut Özal Üniversitesi İşletme ve Yönetim Bilimleri Dergisi}, volume={1}, pages={23–37}, year={2020}, author={Özkan, Tuba}, keywords={Geometrik Brownian Hareketi,Stokastik Model,Simülasyon,BIST,Metal Ana Sanayi}, abstract={Financial markets are the markets where price changes are experienced depending on the instant changes. That’s why, recent studies focus on constant time stochastic models to model stock prices. Geometric Brownian Motion (GBM) is a popular and the most appropriate method to model future prices of stocks, commodity and so on randomly. In this study, usability of GBM model on firms which have operations in main metal industry and Istanbul Stock Exchange. The findings of the study have revealed that GBM is an appropriate model for estimation of stock prices.}, number={1}, publisher={Malatya Turgut Özal Üniversitesi}