On a mean reverting dividend strategy with Brownian motion (Q2445337): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 23:56, 2 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