On a mean reverting dividend strategy with Brownian motion (Q2445337): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: DLMF / rank | |||
Normal rank | |||
Revision as of 20:17, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a mean reverting dividend strategy with Brownian motion |
scientific article |
Statements
On a mean reverting dividend strategy with Brownian motion (English)
0 references
14 April 2014
0 references
dividends
0 references
Brownian motion
0 references
Ornstein-Uhlenbeck process
0 references
mean reverting
0 references
