Long-term behavior of non-ferrous metal price models with jumps

Advances in Difference Equations

Jun Peng¹  Jianbai Huang² 

[1] Business School, Central South University, Changsha, China;School of Mathematics and Statistics, Central South University, Changsha, China

关键词: long-term behavior;    jump;    geometric Brownian motion;    convergence;   

DOI  :  10.1186/1687-1847-2014-210

学科分类：数学（综合）

来源: SpringerOpen

【 授权许可】

CC BY