A hyperbolic diffusion model for stock prices

• 1 December 1996
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 1  (1) , 25-41
• https://doi.org/10.1007/s007800050015

Abstract

Keywords

• FORMULA
• MODEL
• DIFFUSION
• DRIFT
• BLACK
• HYPERBOLIC
• STOCK PRICES
• SCHOLES