A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand

DOI10.1186/S13662-019-2231-0zbMATH Open1485.91254OpenAlexW2960340631MaRDI QIDQ2114296FDOQ2114296

Authors: P. Vatiwutipong, Nattakorn Phewchean 

Publication date: 15 March 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-2231-0

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zbMATH Keywords

stochastic processdividend yieldcompound Ornstein-Uhlenbeck processearning yield

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical solutions to stochastic differential and integral equations (65C30) Financial applications of other theories (91G80)

Cites Work

• Stochastic differential equations. An introduction with applications.
• Title not available (Why is that?)

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