The Geometric Markov Renewal Processes with Application to Finance (Q5198943)
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scientific article; zbMATH DE number 5937711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Geometric Markov Renewal Processes with Application to Finance |
scientific article; zbMATH DE number 5937711 |
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The Geometric Markov Renewal Processes with Application to Finance (English)
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10 August 2011
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averaged and double averaged GMRP
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geometric Markov renewal process (GMRP)
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martingale properties of GMRP
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merged GMRP
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random evolutions
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rates of convergence
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