A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280)

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A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process
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    title
    A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (English)
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    DOI
    10.1081/STA-120028686
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    author
    Dmitrii S. Silvestrov
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    Fredrik Stenberg
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    publication date
    14 January 2005
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    Mathematics Subject Classification ID
    60K20
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    60K15
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    91B28
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    zbMATH DE Number
    2128246
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