A STOCHASTIC GROWTH PRICE MODEL USING A BIRTH AND DEATH DIFFUSION GROWTH RATE PROCESS WITH EXTERNAL JUMP PROCESS

Author details:

  • Basel M. Al-Eideh, Kuwait University, College of Business Administration, Kuwait

Page Numbers: 270 - 281

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Download Paper: http://apiar.org.au/wp-content/uploads/2017/01/32_APCCR_NOV_BRR790_SS.pdf