Geodesic
An Approach to Wealth Modelling
Serdica Mathematical Journal, Tome 29 (2003) no. 3, pp. 195-224 Cet article a éte moissonné depuis la source Bulgarian Digital Mathematics Library

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The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance. In this paper, we propose a general stochastic model describing the wealth process and give some of its properties and special cases. A result regarding the probability of default within the framework of the model is also offered.
Keywords: Wealth Motion Models, Generalized Lévy Process, Brownian Motion with Returns to Zero 
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     author = {Stoynov, Pavel},
     title = {An {Approach} to {Wealth} {Modelling}},
     journal = {Serdica Mathematical Journal},
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     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SMJ2_2003_29_3_a0/}
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Stoynov, Pavel. An Approach to Wealth Modelling. Serdica Mathematical Journal, Tome 29 (2003) no. 3, pp. 195-224. http://geodesic.mathdoc.fr/item/SMJ2_2003_29_3_a0/