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Equity with Markov-modulated dividends - MaRDI portal

Equity with Markov-modulated dividends (Q3182645)

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Equity with Markov-modulated dividends
scientific article

    Statements

    title
    Equity with Markov-modulated dividends (English)
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    author
    Giuseppe Di-Graziano
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    L. C. G. Rogers
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    publication date
    12 October 2009
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    zbMATH Keywords
    stochastic interest rates
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    structure of financial markets
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    stochastic volatility
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    stochastic control
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    quantitative finance
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    pricing models
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    price formation
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    Identifiers

    zbMATH DE Number
    5613153
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    OpenAlex ID
    W2023751419
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