DSpace Collection: http://hdl.handle.net/1880/48615 Sun, 19 May 2013 19:25:18 GMT 2013-05-19T19:25:18Z Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas 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 Description: Funding provided by the Open Access Authors Fund. Mon, 08 Nov 2010 00:00:00 GMT http://hdl.handle.net/1880/48617 2010-11-08T00:00:00Z Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering http://hdl.handle.net/1880/48616 Title: Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering Authors: Swishchuk, Anatoliy; Manca, Raimondo Description: Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, June 14, 2011. Thu, 14 Oct 2010 00:00:00 GMT http://hdl.handle.net/1880/48616 2010-10-14T00:00:00Z