On Markov chains induced from stock processes having barriers in finance market
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Publication:696166
zbMath1022.60070MaRDI QIDQ696166
Publication date: 27 October 2003
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)
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