Large time and small noise asymptotic results for mean reverting diffusion processes with applications
Jeffrey Callen, Suresh Govindaraj, and Lin Xu
| Year of publication: |
2000
|
|---|---|
| Authors: | Callen, Jeffrey L. ; Govindaraj, Suresh ; Xu, Lin |
| Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 16.2000, 2, p. 401-419
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| Subject: | Stochastic differential equation | Börsenkurs | Share price | Evolutionsökonomik | Evolutionary economics | Stochastischer Prozess | Stochastic process | Noise Trading | Noise trading | Theorie | Theory | Mean Reversion | Mean reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001526085