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Erratum: Future pricing through homogeneous semi-Markov processes

✍ Scribed by Giuseppe Di Biase; Jacques Janssen; Raimondo Manca

Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
72 KB
Volume
21
Category
Article
ISSN
1524-1904

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Future pricing through homogeneous semi-
Future pricing through homogeneous semi-Markov processes
✍ Giuseppe Di Biase; Jacques Janssen; Raimondo Manca πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 109 KB

This paper presents a future pricing model based on the discrete time homogeneous semi-Markov process (DTHSMP). The model is adapted to the real data of the Italian primary future stock index. After showing the pricing model, the DTHSMP solution is given. The solution of the semi-Markov process giv

On Some Application of Non-Homogeneous S
On Some Application of Non-Homogeneous Semi-Markov Processes
✍ W. Wajda πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 308 KB πŸ‘ 2 views

h this paper a non-homogeneous semi-Markov process is applied t o a study of the behaviour of a cell after irradiation. Tho definition .and main properties of the non-homogeneous semi-Markov process are reminded. Moreover one aasumes that the cell may stay in one of four states namely, normal state,