The economic model of the geometric Brownian motion with Poisson jumps

MaRDI QIDQ5310337zbMATH OpenFDO

Authors Zhiming Wang, Zhiyong Huang, Fangzhong Xu

Publication date 9 October 2007

zbMATH Keywords

Brownian motionrandom jumpPossion process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

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