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Double Telegraph Processes and Complete Market Models
Nikita Ratanov
urosario
Research output
:
Contribution to journal
›
Article
›
peer-review
5
Scopus citations
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Dive into the research topics of 'Double Telegraph Processes and Complete Market Models'. Together they form a unique fingerprint.
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Business & Economics
Jump Process
97%
Complete Markets
89%
Market Model
70%
Poisson Process
54%
Jump
54%
Martingale Measure
34%
Mathematics
Market Model
94%
Jump
58%
Poisson process
28%
Model-based
25%
Girsanov Transformation
22%
Martingale Measure
19%
Stochastic Processes
11%
Model
9%
Class
4%
Engineering & Materials Science
Telegraph
100%
Random processes
18%