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Record Nr. |
UNICAMPANIAVAN00114524 |
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Autore |
Swishchuk, Anatoliy |
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Titolo |
Change of time methods in quantitative finance / Anatoliy Swishchuk |
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Pubbl/distr/stampa |
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Titolo uniforme |
Change of time methods in quantitative finance |
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Descrizione fisica |
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XV, 128 p. : ill. ; 24 cm |
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Soggetti |
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60G44 - Martingales with continuous parameter [MSC 2020] |
60H10 - Stochastic ordinary differential equations [MSC 2020] |
60J74 - Jump processes on discrete state spaces [MSC 2020] |
60J76 - Jump processes on general state spaces [MSC 2020] |
91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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