Pages that link to "Item:Q496959"
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The following pages link to Telegraph processes with random jumps and complete market models (Q496959):
Displaying 15 items.
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Hypo-exponential distributions and compound Poisson processes with alternating parameters (Q900922) (← links)
- Telegraph process with elastic boundary at the origin (Q1703032) (← links)
- Probabilistic analysis of systems alternating for state-dependent dichotomous noise (Q2045445) (← links)
- Some results on the telegraph process confined by two non-standard boundaries (Q2241627) (← links)
- Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin (Q2241639) (← links)
- Damped jump-telegraph processes (Q2435750) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- (Q3527625) (← links)
- On a jump-telegraph process driven by an alternating fractional Poisson process (Q4684929) (← links)
- Certain functionals of squared telegraph processes (Q4959706) (← links)
- Some results on the telegraph process driven by gamma components (Q5055329) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- Telegraph Processes and Option Pricing (Q6484787) (← links)
