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| Title: | Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas |
| Authors: | Swishchuk, Anatoliy
Islam, M. Shafiqul |
| Issue Date: | 2010-11-08 |
| Institution: | University of Calgary |
| Faculty: | Science |
| Department: | Mathematics and Statistics |
| 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. |
| Publisher: | Hindawi Publishing Corporation |
| Publisher url: | http://www.hindawi.com/journals/ |
| URI: | http://hdl.handle.net/1880/48617 |
| Description: | Funding provided by the Open Access Authors Fund. |
| Type: | Article |
| Sponsorship: | Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, June 14, 2011. |
| Appears in Collections: | Swishchuk, Anatoliy
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