Ebooks d'Alexander D. Kolesnik en PDF et EPUB

2 Livre(s)
Télécharger le livre : Telegraph Processes and Option Pricing
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Telegraph Processes and Option Pricing
Alexander D. Kolesnik , Nikita Ratanov
This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead...

Editeur : Springer
Parution : 2023-01-04

PDF, ePub

137,14 €
Télécharger le livre : Telegraph Processes and Option Pricing
Ajouter à ma liste d'envies
Telegraph Processes and Option Pricing
Alexander D. Kolesnik , Nikita Ratanov
The telegraph process is a useful mathematical model for describing the stochastic motion of a particle that moves with finite speed on the real line and alternates between two possible directions of motion at random time instants. That is why it can be considered as...

Editeur : Springer
Parution : 2013-10-18
Collection : SpringerBriefs in Statistics
ePub

52,74 €