On prices' evolutions based on geometric telegrapher's process
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Publication:4797841
DOI10.1002/asmb.456zbMath1011.91041MaRDI QIDQ4797841
Franco Pellerey, Antonio Di Crescenzo
Publication date: 9 March 2003
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.456
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Cites Work
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- Stochastic comparison of processes generated by random interruptions of monotone functions and related results
- A stochastic model related to the telegrapher's equation
- Properties of the telegrapher's random process with or without a trap
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
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