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The economic model of the geometric Brownian motion with Poisson jumps

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Publication:5310337
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zbMATH Open1121.60307MaRDI QIDQ5310337FDOQ5310337


Authors: Zhiming Wang, Zhiyong Huang, Fangzhong Xu Edit this on Wikidata


Publication date: 9 October 2007





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zbMATH Keywords

Brownian motionrandom jumpPossion process


Mathematics Subject Classification ID

General theory of stochastic processes (60G07)







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