Double Telegraph Processes and Complete Market Models (Q2875516)
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scientific article; zbMATH DE number 6328226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double Telegraph Processes and Complete Market Models |
scientific article; zbMATH DE number 6328226 |
Statements
Double Telegraph Processes and Complete Market Models (English)
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8 August 2014
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Markov flow
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doubly stochastic Poisson process
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martingale
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jump-telegraph process
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complete market models
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Doob-Meyer decomposition
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0.9200871
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0.8762795
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0.86080897
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0.86080897
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0.82870877
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0.82574236
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0.8225047
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0.81843925
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