On prices' evolutions based on geometric telegrapher's process (Q4797841)

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scientific article; zbMATH DE number 1878583
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On prices' evolutions based on geometric telegrapher's process
scientific article; zbMATH DE number 1878583

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    On prices' evolutions based on geometric telegrapher's process (English)
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    9 March 2003
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    price process
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    telegrapher's process
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    usual stochastic order
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    Erlang disribution
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