Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes (Q4929202)
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scientific article; zbMATH DE number 6175410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes |
scientific article; zbMATH DE number 6175410 |
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Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes (English)
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13 June 2013
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diffusion approximation
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double average of GMRP
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ergodic average of GMRP
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European call options
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geometric Markov renewal process (GMRP)
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normal deviations
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Poisson approximation
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