A diffusion model for growth stocks

Mathematics of Operations Research

Volumn 29, Issue 2, 2004, Pages 191-212

  Kou, S C ^a   Kou, S G ^b  

^a HARVARD UNIVERSITY   (United States)

^b Department of Earth and Environmental Sciences   (United States)

Author keywords

CIR model; Decay rate; Feller process; Power law; Regression; Steady state distribution; Weak convergence

Indexed keywords

BESSEL FUNCTIONS; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; ECONOMICS; INTERNET; INVENTORY CONTROL; MARKETING; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; REGRESSION ANALYSIS; THEOREM PROVING;

DECAY RATE; DIFFUSION MODEL; FELLER PROCESS; GROWTH STOCKS; POWER LAW; STEADY STATE DISTRIBUTION;

MATHEMATICAL MODELS;

EID: 4043173329     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.1030.0071     Document Type: Article

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