A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand

DOI10.1186/S13662-019-2231-0zbMath1485.91254OpenAlexW2960340631MaRDI QIDQ2114296

P. Vatiwutipong, Nattakorn Phewchean

Publication date: 15 March 2022

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

Full work available at URL: https://doi.org/10.1186/s13662-019-2231-0

zbMATH Keywords

stochastic processdividend yieldcompound Ornstein-Uhlenbeck processearning yield

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Unnamed Item
• Stochastic differential equations. An introduction with applications.

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