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

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Swishchuk_IJSA_2010.pdf (595.4Kb)

Author

Swishchuk, Anatoliy
Islam, M. Shafiqul

Accessioned

2011-06-14T16:00:22Z

Available

2011-06-14T16:00:22Z

Issued

2010-11-08

Type

journal article

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Corporate

University of Calgary

Faculty

Science

Url

http://www.hindawi.com/journals/

Publisher

Hindawi Publishing Corporation

Doi

http://dx.doi.org/10.11575/PRISM/35068

Uri

http://hdl.handle.net/1880/48617

Collections

• Science Research & Publications