Nonhomogeneous telegraph processes and their application to financial market modeling
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KeywordsOption Price DOKLADY Mathematic Risky Asset Martingale Measure Strike Price
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- 2.K. P. Hadeler, in Differential Equations with Applications to Biology, Ed. by S. Ruan, G. Wolkowicz, and J. Wu; Fields Inst. Commun. 21, 251–257 (1999).Google Scholar
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