On piecewise linear processes
type: Item
instance of: scholarly article
title: On piecewise linear processes
zbMATH Open document ID: 1296.60203
published in: Statistics \& Probability Letters
publication date: 2014-06-11T00:00:00Z
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60K99
zbMATH DE Number: 6303341
zbMATH Keywords: piecewise constant process
zbMATH Keywords: piecewise linear process
zbMATH Keywords: Erlang distribution
zbMATH Keywords: financial modelling
zbMATH Keywords: martingales
author: Nikita Ratanov
MaRDI profile type: Publication
full work available at URL: j.spl.2014.03.015
OpenAlex ID: W2029975360
cites work: Impulse control of piecewise-deterministic processes
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cites work: Telegraph processes and option pricing
cites work: A jump telegraph model for option pricing
DOI: 10.1016/J.SPL.2014.03.015
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description: scientific article