Pages that link to "Item:Q3498586"
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The following pages link to On financial markets based on telegraph processes (Q3498586):
Displaying 14 items.
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Occupation time distributions for the telegraph process (Q555025) (← links)
- On the generalized telegraph process with deterministic jumps (Q1945608) (← links)
- Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138) (← links)
- Differential and integral equations for jump random motions (Q3387883) (← links)
- (Q3527625) (← links)
- A Damped Telegraph Random Process with Logistic Stationary Distribution (Q3550990) (← links)
- (Q3552446) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- Telegraph Processes and Option Pricing (Q6484787) (← links)