Pages that link to "Item:Q492468"

The following pages link to Nonhomogeneous telegraph processes and their application to financial market modeling (Q492468):

Displaying 2 items.

• Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
• Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138) (← links)