A general framework for time-changed Markov processes and applications (Q1622827)
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scientific article; zbMATH DE number 6981612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework for time-changed Markov processes and applications |
scientific article; zbMATH DE number 6981612 |
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A general framework for time-changed Markov processes and applications (English)
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19 November 2018
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finance
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time change
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Markov process
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option pricing
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continuous-time Markov chain
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subordination
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variance swaps
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Bermudan options
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Laplace transform
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