Modeling growth stocks via birth-death processes

DOI10.1239/aap/1059486822zbMath1040.60057OpenAlexW2147015777MaRDI QIDQ4467504

S. G. Kou, S. C. Kou

Publication date: 10 June 2004

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1059486822

zbMATH Keywords

birth-death processcross-sectional size distributionhigh volatility

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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