Telegraph processes and option pricing

DOI10.1007/978-3-642-40526-6zbMath1285.60001OpenAlexW642531586MaRDI QIDQ386156

Alexander D. Kolesnik, Nikita E. Ratanov

Publication date: 16 December 2013

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-40526-6

zbMATH Keywords

option pricingtelegraph processfinancial modellingjump-telegraph process

Mathematics Subject Classification ID

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