On prices' evolutions based on geometric telegrapher's process
Author:
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation
Reference20 articles.
1. Dynamic Asset Pricing Theory (2nd edn). Princeton University Press: Princeton, 1996.
2. Martingale Methods in Financial Modelling. Springer: Berlin, 1997.
3. ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
4. A stochastic model related to the telegrapher's equation
5. Properties of the telegrapher's random process with or without a trap
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