The economic model of the geometric Brownian motion with Poisson jumps
From MaRDI portal
Publication:5310337
zbMATH Open1121.60307MaRDI QIDQ5310337FDOQ5310337
Authors: Zhiming Wang, Zhiyong Huang, Fangzhong Xu
Publication date: 9 October 2007
Recommendations
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps
- scientific article; zbMATH DE number 1429026
- A geometric Brownian motion model with compound Poisson process and fractional stochastic volatility
- Optimal control problem associated with jump processes
- Optimal portfolio model under compound jump processes
This page was built for publication: The economic model of the geometric Brownian motion with Poisson jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5310337)