ON AN ASSET MODEL OF MERTON TYPE: LONG-TERM OBSERVATIONS IN FINANCIAL TIME-SERIES

Authors

Shuya Kanagawa, Department of Mathematics, Tokyo City University, Tamazutsumi, Setagaya-ku, Tokyo 158-8557, JapanFollow
Narn-Rueih Shieh, National Taiwan UniversityFollow

Recommended Citation

Kanagawa, Shuya and Shieh, Narn-Rueih (2025) "ON AN ASSET MODEL OF MERTON TYPE: LONG-TERM OBSERVATIONS IN FINANCIAL TIME-SERIES," Journal of Stochastic Analysis: Vol. 5: No. 4, Article 1.
DOI: 10.31390/josa.5.4.01
Available at: https://repository.lsu.edu/josa/vol5/iss4/1

DOI

10.31390/josa.5.4.01