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LINEAR STOCHASTIC DIVIDEND MODEL - MaRDI portal

LINEAR STOCHASTIC DIVIDEND MODEL (Q5854311)

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scientific article; zbMATH DE number 7323547
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LINEAR STOCHASTIC DIVIDEND MODEL
scientific article; zbMATH DE number 7323547

    Statements

    title
    LINEAR STOCHASTIC DIVIDEND MODEL (English)
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    author
    Sander Willems
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    publication date
    16 March 2021
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    zbMATH DE Number
    7323547
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    zbMATH Keywords
    dividend derivatives
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    term-structure models
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    polynomial processes
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    arXiv ID
    1908.05850
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