Telegraph Processes with Random Jumps and Complete Market Models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-013-9388-x.pdf
Reference29 articles.
1. Anh V, Inoue A (2005) Financial markets with memory I: dynamic models. Stoch Anal Appl 23:275–300
2. Brémaud P (1981) Point processes and queues: martingale dynamics. Springer Verlag, New York
3. Capasso V, Bakstein D (2005) An Introduction to Continuous-Time Stochastic Processes. Birkhäuser, Berlin
4. Cheang GHL, Chiarella C (2011) A modern view on Mertons jump-diffusion model. Research paper. University of Technology Sydney, Quantitative Finance Research Centre
5. Cox JC, Ross SA (1976) The valuation of options for alternative stochastic processes. J Fin Econ 3:145–166
Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Some results on the telegraph process driven by gamma components;Advances in Applied Probability;2022-06-14
2. Financial Modelling Based on Telegraph Processes;Telegraph Processes and Option Pricing;2022
3. Jump-Diffusion Processes with Regime Switching;Telegraph Processes and Option Pricing;2022
4. Asymmetric Jump-Telegraph Processes;Telegraph Processes and Option Pricing;2022
5. Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin;Methodology and Computing in Applied Probability;2020-06-28
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3