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4 produkter
Telegraph Processes and Option Pricing
Av Nikita Ratanov, Alexander D. Kolesnik
E-bok, 2013
718 kr
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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 the finite-velocity counterpart …
Telegraph Processes and Option Pricing
Av Nikita Ratanov, Alexander D. Kolesnik
Inbunden, 2023
1530 kr
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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 of classical diffusion, or …
Telegraph Processes and Option Pricing
Av Alexander D. Kolesnik, Nikita Ratanov
E-bok, 2023
1948 kr
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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 of classical diffusion, or …
Telegraph Processes and Option Pricing
Av Nikita Ratanov, Alexander D. Kolesnik
2023
667 kr
Lägg i varukorg