The analysis and property of two classes of skew Markov processes (Q5064079)
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scientific article; zbMATH DE number 7494779
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| default for all languages | No label defined |
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| English | The analysis and property of two classes of skew Markov processes |
scientific article; zbMATH DE number 7494779 |
Statements
The analysis and property of two classes of skew Markov processes (English)
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21 March 2022
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skew Brownian motion
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skew OU process
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skew branching process
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option pricing
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0.8151999115943909
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0.8030151128768921
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0.7880851626396179
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0.7868244051933289
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