Jump telegraph processes and financial markets with memory.

Ratanov, Nikita. "Jump telegraph processes and financial markets with memory.." Journal of Applied Mathematics and Stochastic Analysis 2007 (2007): Article ID 72326, 19 p.-Article ID 72326, 19 p.. <http://eudml.org/doc/54714>.

@article{Ratanov2007,
author = {Ratanov, Nikita},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Jump telegraph process; risky assets; risk-neutral measure; jump telegraph process},
language = {eng},
pages = {Article ID 72326, 19 p.-Article ID 72326, 19 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Jump telegraph processes and financial markets with memory.},
url = {http://eudml.org/doc/54714},
volume = {2007},
year = {2007},
}

TY - JOUR
AU - Ratanov, Nikita
TI - Jump telegraph processes and financial markets with memory.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2007
PB - Hindawi Publishing Corporation, New York
VL - 2007
SP - Article ID 72326, 19 p.
EP - Article ID 72326, 19 p.
LA - eng
KW - Jump telegraph process; risky assets; risk-neutral measure; jump telegraph process
UR - http://eudml.org/doc/54714
ER -