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

DOI10.1186/S13662-019-2231-0MaRDI QIDQ2114296zbMATHOpenAlexFDO

Authors P. Vatiwutipong, Nattakorn Phewchean

Publication date 15 March 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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Cites work

• scientific article; zbMATH DE number 3783337 (Why is no real title available?)
• Stochastic differential equations. An introduction with applications.

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