Double Telegraph Processes and Complete Market Models
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Cites work
- A damped telegraph random process with logistic stationary distribution
- A general version of the fundamental theorem of asset pricing
- A jump telegraph model for option pricing
- A link between wave governed random motions and ruin processes
- A stochastic calculus model of continuous trading: Complete markets
- A stochastic model related to the telegrapher's equation
- Damped jump-telegraph processes
- Doubly stochastic Poisson processes
- Generalized integrated telegraph processes and the distribution of related stopping times
- Generalized Telegraph Process with Random Jumps
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 486467 (Why is no real title available?)
- Martingales and stochastic integrals in the theory of continuous trading
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
- On random motions with velocities alternating at Erlang-distributed random times
- Option pricing driven by a telegraph process with random jumps
- Option pricing model based on a Markov-modulated diffusion with jumps
- Option Pricing With Markov-Modulated Dynamics
- Telegraph processes and option pricing
- Telegraph processes with random velocities
- The Equations of Markovian Random Evolution on the Line
Cited in
(9)- First crossing times of telegraph processes with jumps
- Jump telegraph processes and financial markets with memory
- Option pricing driven by a telegraph process with random jumps
- scientific article; zbMATH DE number 5348132 (Why is no real title available?)
- On prices' evolutions based on geometric telegrapher's process
- Telegraph processes with random jumps and complete market models
- Piecewise linear processes with Poisson-modulated exponential switching times
- Telegraph Processes and Option Pricing
- Hypo-exponential distributions and compound Poisson processes with alternating parameters
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