A Diffusion Model for Growth Stocks (Q5704167)
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scientific article; zbMATH DE number 2228332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Diffusion Model for Growth Stocks |
scientific article; zbMATH DE number 2228332 |
Statements
A Diffusion Model for Growth Stocks (English)
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11 November 2005
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Feller process
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CIR model
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power law
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steady-state distribution
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weak convergence
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decay rate
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regression
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