Time Variant Distribution of Sugi Log Prices based on Geometric Mean-Reverting Model for Risk Valuation
Author:
Affiliation:
1. Institute of Statistical Mathematics, Japan
2. Instituto de Cibernetica, Matematica y Fisica, Cuba
Publisher
FORMATH Research Group
Link
https://www.jstage.jst.go.jp/article/formath/18/0/18_005/_pdf
Reference33 articles.
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3. Clarke, H.R., Reed, W.J. (1989) The tree-cutting problem in a stochastic environment: The case of age-dependent growth, J. Econ. Dynam. Control. 13: 569--595. 10.1016/0165-1889(89)90004-3
4. Clarke, H.R., Reed, W.J. (1990) Land development and wilderness conservation polices under uncertainty: A synthesis, Nat. Resour. Model. 4: 11-37. 10.1111/j.1939-7445.1990.tb00130.x
5. Duffie, D. (1992) Dynamic asset pricing theory, Princeton University Press, New Jersey, 299p.
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