Double Telegraph Processes and Complete Market Models (Q2875516): Difference between revisions

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+Nikita E. Ratanov
@@ Property / author: Nikita E. Ratanov / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362994.2014.899914
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@@ Property / OpenAlex ID @@
+W2087915937
@@ Property / OpenAlex ID: W2087915937 / rank @@
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@@ Property / cites work @@
+ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
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@@ Property / cites work @@
+A stochastic model related to the telegrapher's equation
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@@ Property / cites work @@
+A jump telegraph model for option pricing
@@ Property / cites work: A jump telegraph model for option pricing / rank @@
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@@ Property / cites work @@
+Option Pricing Driven by a Telegraph Process with Random Jumps
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@@ Property / cites work @@
+Damped jump-telegraph processes
@@ Property / cites work: Damped jump-telegraph processes / rank @@
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@@ Property / cites work @@
+On random motions with velocities alternating at Erlang-distributed random times
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+Generalized integrated telegraph processes and the distribution of related stopping times
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+A Damped Telegraph Random Process with Logistic Stationary Distribution
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+The Equations of Markovian Random Evolution on the Line
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+Telegraph processes with random velocities
@@ Property / cites work: Telegraph processes with random velocities / rank @@
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+Generalized Telegraph Process with Random Jumps
@@ Property / cites work: Generalized Telegraph Process with Random Jumps / rank @@
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+Telegraph processes and option pricing
@@ Property / cites work: Telegraph processes and option pricing / rank @@
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+Option Pricing With Markov-Modulated Dynamics
@@ Property / cites work: Option Pricing With Markov-Modulated Dynamics / rank @@
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+Option pricing model based on a Markov-modulated diffusion with jumps
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+A link between wave governed random motions and ruin processes
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+Q4275389
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+Doubly stochastic Poisson processes
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+A general version of the fundamental theorem of asset pricing
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