Long-term behavior of non-ferrous metal price models with jumps

DOI10.1186/1687-1847-2014-210zbMath1396.60069OpenAlexW2097671084WikidataQ59323439 ScholiaQ59323439MaRDI QIDQ738493

Jun Peng, Jian-bai Huang

Publication date: 2 September 2016

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

Full work available at URL: https://doi.org/10.1186/1687-1847-2014-210

zbMATH Keywords

convergencelong-term behaviorgeometric Brownian motionjump

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Stability of manifolds of solutions to ordinary differential equations (34D35)

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