Q5346032 (Q5346032): Difference between revisions

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+Dynamic optimal execution in a mixed-market-impact Hawkes price model
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+Impulse control of piecewise-deterministic processes
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+Q3680030
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+Transport processes with random jump rate
@@ Property / cites work: Transport processes with random jump rate / rank @@
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+On random motions with velocities alternating at Erlang-distributed random times
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+A Damped Telegraph Random Process with Logistic Stationary Distribution
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+Compound Poisson Process with a Poisson Subordinator
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+On prices' evolutions based on geometric telegrapher's process
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+Q4845603
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+Multivariate Hawkes processes: an application to financial data
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+Q5798359
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+Properties of the telegrapher's random process with or without a trap
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+Q5580075
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+ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
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+Spectra of some self-exciting and mutually exciting point processes
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+A stochastic model related to the telegrapher's equation
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+The Equations of Markovian Random Evolution on the Line
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+Telegraph processes and option pricing
@@ Property / cites work: Telegraph processes and option pricing / rank @@
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+Option Pricing Driven by a Telegraph Process with Random Jumps
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+On the Asymmetric Telegraph Processes
@@ Property / cites work: On the Asymmetric Telegraph Processes / rank @@
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+Motions with reflecting and absorbing barriers driven by the telegraph equation
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+On a 2n-valued telegraph signal and the related integrated process
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+Q4003381
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+A jump telegraph model for option pricing
@@ Property / cites work: A jump telegraph model for option pricing / rank @@
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+Option pricing model based on a Markov-modulated diffusion with jumps
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+On piecewise linear processes
@@ Property / cites work: On piecewise linear processes / rank @@
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+Hypo-exponential distributions and compound Poisson processes with alternating parameters
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+Numerical method for impulse control of piecewise deterministic Markov processes
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+Q4000386
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+Telegraph processes with random velocities
@@ Property / cites work: Telegraph processes with random velocities / rank @@
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+Generalized integrated telegraph processes and the distribution of related stopping times
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