Telegraph processes with random jumps and complete market models (Q496959): Difference between revisions

@@ Property / arXiv ID @@
+.5464
@@ Property / arXiv ID: 1311.5464 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Markets with Memory I: Dynamic Models
@@ Property / cites work: Financial Markets with Memory I: Dynamic Models / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine.
+Normal rank
@@ Property / cites work @@
+On random motions with velocities alternating at Erlang-distributed random times
+Normal rank
@@ Property / cites work @@
+A Damped Telegraph Random Process with Logistic Stationary Distribution
+Normal rank
@@ Property / cites work @@
+On the generalized telegraph process with deterministic jumps
+Normal rank
@@ Property / cites work @@
+On prices' evolutions based on geometric telegrapher's process
+Normal rank
@@ Property / cites work @@
+Generalized Telegraph Process with Random Jumps
@@ Property / cites work: Generalized Telegraph Process with Random Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
+Normal rank
@@ Property / cites work @@
+ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
+Normal rank
@@ Property / cites work @@
+Telegraph processes and option pricing
@@ Property / cites work: Telegraph processes and option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Q3681889
@@ Property / cites work: Q3681889 / rank @@
+Normal rank
@@ Property / cites work @@
+Option Pricing Driven by a Telegraph Process with Random Jumps
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+A jump telegraph model for option pricing
@@ Property / cites work: A jump telegraph model for option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Jump telegraph processes and financial markets with memory
+Normal rank
@@ Property / cites work @@
+Option pricing model based on a Markov-modulated diffusion with jumps
+Normal rank
@@ Property / cites work @@
+Damped jump-telegraph processes
@@ Property / cites work: Damped jump-telegraph processes / rank @@
+Normal rank
@@ Property / cites work @@
+Telegraph processes with random velocities
@@ Property / cites work: Telegraph processes with random velocities / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized integrated telegraph processes and the distribution of related stopping times
+Normal rank