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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.

Scope: Social Sciences

Page Numbers: 345 - 356

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Download Paper: http://apiar.org.au/wp-content/uploads/2017/02/34_APJABSS_Feb_BRR790_Social-Sciences-345-356.pdf