On financial markets based on telegraph processes (Q3498586): Difference between revisions

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+Q3331506
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+Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
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+Q5560061
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+A note on Wick products and the fractional Black-Scholes model
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+On prices' evolutions based on geometric telegrapher's process
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+A general version of the fundamental theorem of asset pricing
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+Q4794153
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+An application of hidden Markov models to asset allocation problems
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+Quantile hedging
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+Efficient hedging: cost versus shortfall risk
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+ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
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+Q3259971
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+A stochastic model related to the telegrapher's equation
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+Q4368791
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+Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
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+Motions with reflecting and absorbing barriers driven by the telegraph equation
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+A jump telegraph model for option pricing
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+Generalized integrated telegraph processes and the distribution of related stopping times
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