Please use this identifier to cite or link to this item:
http://hdl.handle.net/1880/48617| Title: | Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas |
| Authors: | Swishchuk, Anatoliy Islam, M. Shafiqul |
| Issue Date: | 8-Nov-2010 |
| Publisher: | Hindawi Publishing Corporation |
| 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. |
| Description: | Funding provided by the Open Access Authors Fund. |
| URI: | http://hdl.handle.net/1880/48617 |
| Appears in Collections: | Swishchuk, Anatoliy |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Swishchuk_IJSA_2010.pdf | 595.44 kB | Adobe PDF | View/Open |
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