On financial markets based on telegraph processes (Q3498586)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On financial markets based on telegraph processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On financial markets based on telegraph processes |
scientific article |
Statements
On financial markets based on telegraph processes (English)
0 references
15 May 2008
0 references
option pricing
0 references
jump telegraph process
0 references
hedging
0 references
Black-Scholes model
0 references
