On a mean reverting dividend strategy with Brownian motion (Q2445337)
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scientific article; zbMATH DE number 6284364
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| English | On a mean reverting dividend strategy with Brownian motion |
scientific article; zbMATH DE number 6284364 |
Statements
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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0.90462756
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0.88830554
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0.8780232
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0.87437844
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0.8731086
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0.8640136
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0.85589004
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