02045nam0 2200433 i 450 VAN0011452420240806100751.952N978-3-319-32408-120180206d2016 |0itac50 baengCH|||| |||||Change of time methods in quantitative financeAnatoliy Swishchuk[Cham]Springer2016XV, 128 p.ill.24 cm001VAN001025962001 SpringerBriefs in mathematics210 Berlin [etc.]Springer2011-VAN00242032Change of time methods in quantitative finance152322260G44Martingales with continuous parameter [MSC 2020]VANC020011MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60J74Jump processes on discrete state spaces [MSC 2020]VANC019965MF60J76Jump processes on general state spaces [MSC 2020]VANC035913MF91B74Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020]VANC027805MFChange of Time MethodKW:KGeometric Brownian MotionKW:KMean-reverting AssetKW:KMulti-factor Levy ModelsKW:KQuantitative FinanceKW:KStochastic differential equationsKW:KCHChamVANL001889SwishchukAnatoliyVANV088606755861Springer <editore>VANV108073650ITSOL20240906RICAhttp://dx.doi.org/10.1007/978-3-319-32408-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN00114524BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2169 15EB 2169 20180206 Change of time methods in quantitative finance1523222UNICAMPANIA