Yinghui Dong, Min Han. A Hyper-Erlang Jump-Diffusion Process and Applications in Finance. J. Systems Science & Complexity, 29(2):557-572, 2016. [doi]
@article{DongH16, title = {A Hyper-Erlang Jump-Diffusion Process and Applications in Finance}, author = {Yinghui Dong and Min Han}, year = {2016}, doi = {10.1007/s11424-015-3150-0}, url = {http://dx.doi.org/10.1007/s11424-015-3150-0}, researchr = {https://researchr.org/publication/DongH16}, cites = {0}, citedby = {0}, journal = {J. Systems Science & Complexity}, volume = {29}, number = {2}, pages = {557-572}, }