01555nam0 22003853i 450 VAN027608720240520121551.101N978366265827720240520d2022 |0itac50 baengDE|||| |||||Telegraph Processes and Option PricingNikita Ratanov, Alexander D. Kolesnik2. edBerlinSpringer2022xv, 440 p.ill.24 cmBlack–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>VANV108073650ITSOL20240614RICAhttps://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-CE0120VAN08NVAN0276087BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-Book 8559 08eMF8559 20240604 Telegraph Processes and Option Pricing4160948UNICAMPANIA