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

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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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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.

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