@article{05862311,
title = {Diffusion approximations of the geometric Markov renewal processes and option price formulas.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
volume = {2010},
year = {2010},
doi = {10.1155/2010/347105},
zbl = {1216.60057},
language = {en},
url = {http://dml.mathdoc.fr/item/05862311}
}
Swishchuk, Anatoliy; Islam, M.Shafiqul. Diffusion approximations of the geometric Markov renewal processes and option price formulas.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2010 (2010) . doi : 10.1155/2010/347105. http://gdmltest.u-ga.fr/item/05862311/