02240nam0 22004693i 450 VAN0027608720240806101544.303N978366265827720240520d2022 |0itac50 baengDE|||| |||||Telegraph Processes and Option PricingNikita Ratanov, Alexander D. Kolesnik2. edBerlinSpringer2022xv, 440 p.ill.24 cm60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60J27Continuous-time Markov processes on discrete state spaces [MSC 2020]VANC021553MF60J28Applications of continuous-time Markov processes on discrete state spaces [MSC 2020]VANC028388MF60J35Transition functions, generators and resolvents [MSC 2020]VANC021476MF60J65Brownian motion [MSC 2020]VANC020038MF60J76Jump processes on general state spaces [MSC 2020]VANC035913MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MFBlack–Scholes-Merton modelKW:KFinancial modellingKW:KJump-telegraph-diffusion processesKW:KMultidimensional telegraph-type processesKW:KOption pricingKW:KPiecewise deterministic random walkKW:KTelegraph processKW:KBerlinVANL000066RatanovNikitaVANV2287831275263KolesnikAlexander D.VANV2287841064750Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-3-662-65827-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00276087BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 8559 08eMF8559 20240604 Telegraph Processes and Option Pricing4160948UNICAMPANIA