An option pricing model based on jump telegraph processes

Research output: Contribution to Journal › Research Article › peer-review

Original language	English (US)
Pages (from-to)	209 - 210
Journal	Proceedings in Applied Mathematics & Mechanics
DOIs	https://doi.org/10.1002/pamm.200700351
State	Published - 2007

Access to Document

@article{a7c1c97d45b94fa5a589bf78316e549e,

title = "An option pricing model based on jump telegraph processes",

author = "Nikita Ratanov",

year = "2007",

doi = "10.1002/pamm.200700351",

language = "English (US)",

pages = "209 -- 210 ",

journal = "Proceedings in Applied Mathematics \& Mechanics",

issn = "1617-7061",

publisher = "Wiley - VCH Verlag GmbH \& CO. KGaA",

}