On piecewise linear processes
Year of publication: |
2014
|
---|---|
Authors: | Ratanov, Nikita |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 90.2014, C, p. 60-67
|
Publisher: |
Elsevier |
Subject: | Piecewise constant process | Piecewise linear process | Erlang distribution | Financial modelling | Martingales |
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