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

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

由 P. Vatiwutipong, N. Phewchean
出版 2020

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European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield

European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield

由 N. Phewchean, Y. Wu
出版 2020

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3

Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process

Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process

由 P. Vatiwutipong, N. Phewchean
出版 2020

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