Pages that link to "Item:Q3165498"
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The following pages link to Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498):
Displaying 19 items.
- Telegraph processes and option pricing (Q386156) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Hypo-exponential distributions and compound Poisson processes with alternating parameters (Q900922) (← links)
- Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
- On some finite-velocity random motions driven by the geometric counting process (Q2112242) (← links)
- Some results on the telegraph process confined by two non-standard boundaries (Q2241627) (← links)
- Piecewise linear process with renewal starting points (Q2406808) (← links)
- Damped jump-telegraph processes (Q2435750) (← 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)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- Differential and integral equations for jump random motions (Q3387883) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
- Piecewise deterministic processes following two alternating patterns (Q5205939) (← links)
- Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (Q5256324) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- (Q5346032) (← links)
- Telegraph Processes and Option Pricing (Q6484787) (← links)
- Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance (Q6656717) (← links)
