A Diffusion Model for Growth Stocks
From MaRDI portal
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Boundary theory for Markov processes (60J50) Stochastic models in economics (91B70)
Recommendations
- A hyperbolic diffusion model for stock prices
- A Microeconomic Approach to Diffusion Models For Stock Prices
- A stock model with varying stock diffusion for uncertain market
- Diffusion models of asset prices
- Alternative models for stock price dynamics.
- Modeling growth stocks via birth-death processes
- Preferential growth: solution and application to modeling stock market
Cited in
(11)- Transition probability, dynamic regimes, and the critical point of financial crisis
- A multiresolution method for parameter estimation of diffusion processes
- Stochastic modelling of air pollution impacts on respiratory infection risk
- Modeling growth stocks via birth-death processes
- On parameter estimation of diffusion-type processes: sequential estimation revisited
- Economies-of-scale in many-server queueing systems: tutorial and partial review of the QED Halfin-Whitt heavy-traffic regime
- Earnings, Earnings Growth and Value
- Volatile earnings growth, the price of earnings and the value premium
- Mathematical analysis of a credit default swap with counterparty risks
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance
- A simple trinomial lattice approach for the skew-extended CIR models
This page was built for publication: A Diffusion Model for Growth Stocks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5704167)
