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On financial markets based on telegraph processes
Nikita Ratanov
, Alexander Melnikov
urosario
Research output
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Contribution to Journal
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Research Article
›
peer-review
14
Scopus citations
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Keyphrases
Models of Financial Markets
100%
Interest Rates
100%
Stock Prices
100%
Generalized Telegraph Process
100%
Black-Scholes Model
100%
Arbitrage-free
100%
Telegraph Process
100%
Market-based
100%
Financial Markets
100%
Differential Equations
100%
Arbitrage Opportunity
100%
Explicit Formula
100%
Velocity Rate
100%
Black-Scholes
100%
Random Flows
100%
European Options
100%
Quantile Hedging
100%
Markov Random
100%
Mathematics
Arbitrage
100%
Differential Equation
100%
Black-Scholes Model
100%
Markov Process
100%
Quantile
100%
Explicit Formula
100%
Arbitrage Opportunity
100%