Telegraph Processes and Option Pricing (Bog, Hardback, Engelsk) af Nikita Ratanov

Telegraph Processes and Option Pricing

(Bog, Hardback, Engelsk)
Forfattere: Nikita Ratanov, Alexander D. Kolesnik

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Beskrivelse

The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes.

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Alle detaljer

Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfattere Nikita Ratanov, Alexander D. Kolesnik
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2nd ed. 2022
Udgivelsesdato 05-01-2023
Første udgivelsesår 2023
Illustrationer 139 Illustrations, color; 3 Illustrations, black and white
Originalsprog Germany
Sideantal 440
Indbinding Hardback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 440 pages, 139 Illustrations, color; 3 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9783662658260