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

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+ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
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+A stochastic model related to the telegrapher's equation
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+A jump telegraph model for option pricing
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+Option Pricing Driven by a Telegraph Process with Random Jumps
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+Damped jump-telegraph processes
@@ Property / cites work: Damped jump-telegraph processes / rank @@
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+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
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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
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+Option Pricing With Markov-Modulated Dynamics
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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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+Q3331506
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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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