Pages that link to "Item:Q4797841"
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The following pages link to On prices' evolutions based on geometric telegrapher's process (Q4797841):
Displayed 30 items.
- On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
- Transport processes with random jump rate (Q312106) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
- A link between wave governed random motions and ruin processes (Q704404) (← links)
- Large deviation principles for telegraph processes (Q712510) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- On the generalized telegraph process with deterministic jumps (Q1945608) (← links)
- Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
- On some finite-velocity random motions driven by the geometric counting process (Q2112242) (← links)
- A note on the conditional probabilities of the telegraph process (Q2128932) (← links)
- First crossing times of telegraph processes with jumps (Q2176400) (← links)
- On the exact distributions of the maximum of the asymmetric telegraph process (Q2239271) (← links)
- Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Stochastic velocity motions and processes with random time (Q3074493) (← links)
- Least-squares change-point estimation for the telegraph process observed at discrete times (Q3106391) (← links)
- Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
- Generalized Telegraph Process with Random Delays (Q3165499) (← links)
- On financial markets based on telegraph processes (Q3498586) (← links)
- A Damped Telegraph Random Process with Logistic Stationary Distribution (Q3550990) (← links)
- Generalized integrated telegraph processes and the distribution of related stopping times (Q4819473) (← links)
- Certain functionals of squared telegraph processes (Q4959706) (← links)
- On the distribution of the maximum of the telegraph process (Q4989958) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
- Some results on the telegraph process driven by gamma components (Q5055329) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- (Q5346032) (← links)
- Branching random motions, nonlinear hyperbolic systems and travellind waves (Q5429577) (← links)
- A jump telegraph model for option pricing (Q5433103) (← links)