Pages that link to "Item:Q5433103"
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The following pages link to A jump telegraph model for option pricing (Q5433103):
Displaying 33 items.
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Kac's rescaling for jump-telegraph processes (Q451151) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
- Occupation time distributions for the telegraph process (Q555025) (← links)
- Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
- Large deviation principles for telegraph processes (Q712510) (← links)
- Hypo-exponential distributions and compound Poisson processes with alternating parameters (Q900922) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- On the generalized telegraph process with deterministic jumps (Q1945608) (← links)
- Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
- First crossing times of telegraph processes with jumps (Q2176400) (← links)
- Some results on the telegraph process confined by two non-standard boundaries (Q2241627) (← links)
- Ornstein-Uhlenbeck processes of bounded variation (Q2241633) (← links)
- Damped jump-telegraph processes (Q2435750) (← links)
- On piecewise linear processes (Q2453922) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- Stochastic velocity motions and processes with random time (Q3074493) (← links)
- Least-squares change-point estimation for the telegraph process observed at discrete times (Q3106391) (← links)
- Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
- Differential and integral equations for jump random motions (Q3387883) (← links)
- On financial markets based on telegraph processes (Q3498586) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
- On the Asymmetric Telegraph Processes (Q5169745) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- (Q5346032) (← links)
- Asymptotic Results for Sums of Independent Random Variables with Alternating Laws (Q5348627) (← links)
- Reflection principle for finite-velocity random motions (Q6159624) (← links)
- Telegraph Processes and Option Pricing (Q6484787) (← links)
- Estimation of regime-switching diffusions via Fourier transforms (Q6547753) (← links)
