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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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