Dividends and compound poisson processes : a new stochastic stock price model
Year of publication: |
2022
|
---|---|
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
|
Subject: | compound nonhomogeneous poisson process | ML estimators | random time of firm default | Stochastic dividend discount model | Theorie | Theory | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price |
-
Optimal dividend policy and stock prices
Li, Weiping, (2020)
-
Variance matters (in stochastic dividend discount models)
Agosto, Arianna, (2015)
-
Approximation of optimal reinsurance and dividend payout policies
Bäuerle, Nicole, (2004)
- More ...
-
Kleinow, Jacob, (2015)
-
Horsch, Andreas, (2015)
-
Die neue Europäische Ratingverordnung CRA III : eine kritische Bestandsaufnahme
Kleinow, Jacob, (2013)
- More ...