Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas

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dc.contributor.authorSwishchuk, Anatoliyeng
dc.contributor.authorIslam, M. Shafiquleng
dc.date.accessioned2011-06-14T16:00:22Z
dc.date.available2011-06-14T16:00:22Z
dc.date.issued2010-11-08
dc.descriptionFunding provided by the Open Access Authors Fund.eng
dc.description.refereedYeseng
dc.description.sponsorshipArticle deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, June 14, 2011.eng
dc.identifier.citationAnatoliy Swishchuk and M. Shafiqul Islam, “Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas,” International Journal of Stochastic Analysis, vol. 2010, Article ID 347105, 21 pages, 2010. doi:10.1155/2010/347105.eng
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/35068
dc.identifier.urihttp://hdl.handle.net/1880/48617
dc.language.isoengeng
dc.publisherHindawi Publishing Corporationeng
dc.publisher.corporateUniversity of Calgaryeng
dc.publisher.facultyScienceeng
dc.publisher.urlhttp://www.hindawi.com/journals/eng
dc.rightsAttribution Non-Commercial No Derivatives 3.0 Unported*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/*
dc.titleDiffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulaseng
dc.typejournal article
thesis.degree.disciplineMathematics and Statisticseng
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