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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
›
Article
›
peer-review
14
Scopus citations
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Mathematics
Financial Markets
88%
Arbitrage
62%
Jump
38%
Black-Scholes Model
32%
Market Model
31%
Stock Prices
31%
Black-Scholes
31%
European Options
31%
Hedging
30%
Interest Rates
29%
Market
23%
Quantile
23%
Markov Process
21%
Correspondence
19%
Explicit Formula
18%
Differential equation
15%
Model
15%
Analogue
15%
Class
6%
Engineering & Materials Science
Telegraph
100%
Financial markets
84%
Markov processes
18%
Differential equations
15%