Double Telegraph Processes and Complete Market Models (Q2875516)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double Telegraph Processes and Complete Market Models |
scientific article |
Statements
Double Telegraph Processes and Complete Market Models (English)
0 references
8 August 2014
0 references
Markov flow
0 references
doubly stochastic Poisson process
0 references
martingale
0 references
jump-telegraph process
0 references
complete market models
0 references
Doob-Meyer decomposition
0 references
