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Nonhomogeneous telegraph processes and their application to financial market modeling

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References

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Authors and Affiliations

  1. Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, T6G 2G1, Canada

    A. V. Melnikov

  2. Universidad del Rosario, Bogotá, Colombia

    N. E. Ratanov

Authors
  1. A. V. Melnikov
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  2. N. E. Ratanov
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Additional information

Original Russian Text © A.V. Melnikov, N.E. Ratanov, 2007, published in Doklady Akademii Nauk, 2007, Vol. 412, No. 5, pp. 597–599.

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Melnikov, A.V., Ratanov, N.E. Nonhomogeneous telegraph processes and their application to financial market modeling. Dokl. Math. 75, 115–117 (2007). https://doi.org/10.1134/S1064562407010322

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  • DOI: https://doi.org/10.1134/S1064562407010322

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