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

Date
2010-11-08
Journal Title
Journal ISSN
Volume Title
Publisher
Hindawi Publishing Corporation
Abstract
Description
Funding provided by the Open Access Authors Fund.
Keywords
Citation
Anatoliy 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.