Telegraph processes and option pricing
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...
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| Autores principales: | , |
|---|---|
| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edición: | 1st ed. 2013. |
| Colección: | SpringerBriefs in Statistics
|
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Telegraph Processes and Option Pricing, Texte imprimé, 9783642405273 • Telegraph Processes and Option Pricing, Alexander D. Kolesnik, Nikita Ratanov, 2013, Heidelberg [etc.], Springer, 1 vol. (XII-128 p.), Springerbriefs in Statistics, 978-3-642-40525-9 |
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| 100 | 1 | |a Kolesnik, Alexander Dmitry, |d 1957-...., |c Mathématicien. | |
| 245 | 1 | 0 | |a Telegraph processes and option pricing |c by Alexander D. Kolesnik, Nikita Ratanov. |
| 250 | |a 1st ed. 2013. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a SpringerBriefs in Statistics |x 2191-5458 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Preface 1.Preliminaries 2.Telegraph Process on the Line 3.Functionals of Telegraph Process 4.Asymmetric Jump-Telegraph Processes 5.Financial Modelling and Option Pricing Index. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 of the classical Einstein-Smoluchowski's model of the Brownian motion in which the infinite speed of motion and the infinite intensity of the alternating directions are assumed. The book will be interesting to specialists in the area of diffusion processes with finite speed of propagation and in financial modelling. It will also be useful for students and postgraduates who are taking their first steps in these intriguing and attractive fields | ||
| 700 | 1 | |a Ratanov, Nikita, |d 19?-...., |c Mathématicien. |4 aut | |
| 776 | 0 | |t Telegraph Processes and Option Pricing |b Texte imprimé |z 9783642405273 | |
| 776 | 0 | |0 249486652 |t Telegraph Processes and Option Pricing |f Alexander D. Kolesnik, Nikita Ratanov |d 2013 |c Heidelberg [etc.] |n Springer |p 1 vol. (XII-128 p.) |s Springerbriefs in Statistics |z 978-3-642-40525-9 | |
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