On prices' evolutions based on geometric telegrapher's process

Applied Stochastic Models in Business and Industry

Volumn 18, Issue 2, 2002, Pages 171-184

  Di Crescenzo, Antonio ^a   Pellerey, Franco ^b  

^a UNIVERSITY OF SALERNO   (Italy)

^b POLITECNICO DI TORINO   (Italy)

Author keywords

Price process; Stop loss comparison; Telegrapher's process; Usual stochastic order

Indexed keywords

BROWNIAN MOVEMENT; MARKETING; MATHEMATICAL MODELS; RANDOM PROCESSES; SALES; THEOREM PROVING;

GEOMETRIC TELEGRAPHER PROCESS; PRICE PROCESS; STOP-LOSS COMPARISON; USUAL STOCHASTIC ORDER;

PROBABILITY DISTRIBUTIONS;

EID: 0036529226     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/asmb.456     Document Type: Article

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