TY - JOUR AU - Peng, Jun AU - Huang, Jianbai PY - 2014 DA - 2014/08/04 TI - Long-term behavior of non-ferrous metal price models with jumps JO - Advances in Difference Equations SP - 210 VL - 2014 IS - 1 AB - In this paper, we study the long-term behavior of a class of stochastic non-ferrous metal prices with jumps. Suppose that X(t)is a stochastic model for some metal price with Poisson jumps. For a suitable μ≥1, we prove that t−μ∫0tX(s)dsconverges almost surely as t→∞. Finally, the model is applied to forecast the behavior of a two-factor affine model. SN - 1687-1847 UR - https://doi.org/10.1186/1687-1847-2014-210 DO - 10.1186/1687-1847-2014-210 ID - Peng2014 ER -