Jump telegraph processes and financial markets with memory

dc.contributorFacultad de Economía
dc.creatorRatanov, Nikita
dc.date.accessioned2018-02-14T18:14:04Z
dc.date.available2018-02-14T18:14:04Z
dc.date.created2018-02-14T18:14:04Z
dc.date.issued2007
dc.identifier1048-9533
dc.identifierhttp://repository.urosario.edu.co/handle/10336/14380
dc.languageeng
dc.relationJournal Of Applied Mathematics And Stochastic Analysis, ISSN 1048-9533 Volume 2007 pp. 1-30
dc.relationhttps://www.hindawi.com/journals/ijsa/2007/072326/abs/
dc.rightshttp://www.sherpa.ac.uk/romeo/issn/148-9533/es/
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightsAbierto (Texto Completo)
dc.rightshttps://about.hindawi.com/authors/open-access/
dc.subjectJump telegraph process
dc.subjectFinancial market
dc.subjectStandard call option
dc.subjectStock price
dc.subjectInterest rate
dc.subjectUnrestricted use
dc.titleJump telegraph processes and financial markets with memory
dc.typearticle


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