DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL (Q5088805)
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scientific article; zbMATH DE number 7556294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL |
scientific article; zbMATH DE number 7556294 |
Statements
DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL (English)
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13 July 2022
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stochastic dividend discount model
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compound nonhomogeneous Poisson process
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random time of firm default
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ML estimators
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