On a mean reverting dividend strategy with Brownian motion (Q2445337): Difference between revisions

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Revision as of 01:56, 20 March 2024

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On a mean reverting dividend strategy with Brownian motion
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    On a mean reverting dividend strategy with Brownian motion (English)
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    14 April 2014
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    dividends
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    Brownian motion
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    Ornstein-Uhlenbeck process
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    mean reverting
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