Telegraph processes with random jumps and complete market models (Q496959): Difference between revisions
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Revision as of 14:31, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Telegraph processes with random jumps and complete market models |
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Telegraph processes with random jumps and complete market models (English)
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23 September 2015
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inhomogeneous jump-telegraph process
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complete market models
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Volterra-type integral equations
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historical volatility
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compound Poisson process
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