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A Diffusion Model for Growth Stocks - MaRDI portal

A Diffusion Model for Growth Stocks (Q5704167)

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scientific article; zbMATH DE number 2228332
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English
A Diffusion Model for Growth Stocks
scientific article; zbMATH DE number 2228332

    Statements

    title
    A Diffusion Model for Growth Stocks (English)
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    author
    S. C. Kou
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    S. G. Kou
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    publication date
    11 November 2005
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    zbMATH Keywords
    Feller process
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    CIR model
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    power law
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    steady-state distribution
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    weak convergence
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    decay rate
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    regression
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60H10
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    60H30
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    60J50
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    60J70
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    91B28
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    91B70
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    zbMATH DE Number
    2228332
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    OpenAlex ID
    W2159477109
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