Special lognormal diffusion processes with binomial random catastrophes and applications to economic data
The used data are available on public repository (the links are listed in the References) and also in the attached file ``GDPEUROPEAN-COUNTRIES.xlsx
Authors
- Paola Paraggio (ORCID: https://orcid.org/0000-0002-3308-7937)
- Antonio Di Crescenzo (ORCID: https://orcid.org/0000-0003-4751-7341)
- Francisco Torres‐Ruiz (ORCID: https://orcid.org/0000-0001-6254-2209)
- Sabina Musto
Publication Details
- Journal
- Applied Mathematical Modelling
- Published
- 2025-04-17
- DOI
- https://doi.org/10.1016/j.apm.2025.116146
- Citations
- 1
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 2.21
Funders
- Ministerio de Ciencia e Innovación
- Gruppo Nazionale per il Calcolo Scientifico