Telegraph processes with random jumps and complete market models (Q496959)
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scientific article; zbMATH DE number 6484500
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| English | Telegraph processes with random jumps and complete market models |
scientific article; zbMATH DE number 6484500 |
Statements
Telegraph processes with random jumps and complete market models (English)
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23 September 2015
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inhomogeneous jump-telegraph process
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complete market models
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Volterra-type integral equations
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historical volatility
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compound Poisson process
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0.9200871
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0.90837514
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0.8980441
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0.88966453
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0.8830556
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0.8817303
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0.86746305
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0.86746305
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0.8549688
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