mdh.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Pricing process with stochastic volatility controlled by a semi-Markov process in option pricing
Mälardalen University, Department of Mathematics and Physics.ORCID iD: 0000-0002-2626-5598
Mälardalen University, Department of Mathematics and Physics.
2004 (English)Conference paper, Published paper (Other academic)
Place, publisher, year, edition, pages
2004. p. page 185-
National Category
Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-3430OAI: oai:DiVA.org:mdh-3430DiVA, id: diva2:116094
Conference
6th World Congress of Bernoulli Society for Mathematical Statistics and Probability, Barcelona, July 26--31 2004
Available from: 2007-04-27 Created: 2007-04-27 Last updated: 2017-02-15Bibliographically approved

Open Access in DiVA

No full text in DiVA

Authority records BETA

Silvestrov, Dmitrii S.

Search in DiVA

By author/editor
Silvestrov, Dmitrii S.
By organisation
Department of Mathematics and Physics
Mathematics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 37 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf