Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas.
| Autor: | Swishchuk, Anatoliy, Islam, M. Shafiqul |
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| Zdroj: | International Journal of Stochastic Analysis. 2010, Vol. 2010, Special section p1-21. 21p. |
| Databáze: | Academic Search Ultimate |
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