On Markov chains induced from stock processes having barriers in finance market
Hu, Feng-Rung
Osaka J. Math., Tome 39 (2002) no. 1, p. 487-509 / Harvested from Project Euclid
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Publié le : 2002-06-14
Classification:  
@article{1153492779,
     author = {Hu, Feng-Rung},
     title = {On Markov chains induced from stock processes having barriers in finance market},
     journal = {Osaka J. Math.},
     volume = {39},
     number = {1},
     year = {2002},
     pages = { 487-509},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1153492779}
}

Hu, Feng-Rung. On Markov chains induced from stock processes having barriers in finance market. Osaka J. Math., Tome 39 (2002) no. 1, pp.  487-509. http://gdmltest.u-ga.fr/item/1153492779/