On a mean reverting dividend strategy with Brownian motion (Q2445337)

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On a mean reverting dividend strategy with Brownian motion
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    Statements

    title
    On a mean reverting dividend strategy with Brownian motion (English)
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    author
    Benjamin Avanzi
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    Bernard Wong
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    publication date
    14 April 2014
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    zbMATH Keywords
    dividends
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    Brownian motion
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    Ornstein-Uhlenbeck process
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    mean reverting
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    Identifiers

    zbMATH DE Number
    6284364
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