Dividends and compound poisson processes : a new stochastic stock price model
Battulga Gankhuu, Jacob Kleinow, Altangerel Lkhamsuren, Andreas Horsch
| Year of publication: |
2022
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|---|---|
| Authors: | Gankhuu, Battulga ; Kleinow, Jacob ; Lkhamsuren, Altangerel ; Horsch, Andreas |
| Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 25.2022, 3, Art.-No. 2250014, p. 1-36
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| Subject: | compound nonhomogeneous poisson process | ML estimators | random time of firm default | Stochastic dividend discount model | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500145 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013371034