02034nam0 2200433 i 450 VAN011452420220303104139.974N978-3-319-32408-120180206d2016 |0itac50 baengCH|||| |||||Change of time methods in quantitative financeAnatoliy Swishchuk[Cham]Springer2016XV, 128 p.ill.24 cm001VAN01025962001 SpringerBriefs in mathematics210 Berlin [etc.]SpringerVAN0242032Change of time methods in quantitative finance152322260J74Jump processes on discrete state spaces [MSC 2020]VANC019965MF60G44Martingales with continuous parameter [MSC 2020]VANC020011MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF91B74Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020]VANC027805MF60J76Jump processes on general state spaces [MSC 2020]VANC035913MFChange of Time MethodKW:KGeometric Brownian MotionKW:KMean-reverting AssetKW:KMulti-factor Levy ModelsKW:KQuantitative FinanceKW:KStochastic differential equationsKW:KCHChamVANL001889SwishchukAnatoliyVANV088606755861Springer <editore>VANV108073650ITSOL20240614RICAhttp://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 SBAVAN15NVAN0114524BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2169 15EB 2169 20180206 Change of time methods in quantitative finance1523222UNICAMPANIA