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...
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edició: | 1st ed. 2013. |
| Col·lecció: | SpringerBriefs in Statistics
|
| Accés en línia: | 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 |
Taula de continguts:
- 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.