Jump telegraph processes and financial markets with memory.
Ratanov, Nikita
Journal of Applied Mathematics and Stochastic Analysis, Tome 2007 (2007), / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
DOI : https://doi.org/10.1155/2007/72326
EUDML-ID : urn:eudml:doc:54714 
@article{05255173,
     title = {Jump telegraph processes and financial markets with memory.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2007},
     year = {2007},
     doi = {10.1155/2007/72326},
     zbl = {1149.60053},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05255173}
}

Ratanov, Nikita. Jump telegraph processes and financial markets with memory.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2007 (2007) . doi : 10.1155/2007/72326. http://gdmltest.u-ga.fr/item/05255173/