01664nam0 22003733i 450 VAN027699820240606033756.883N978303106361920240606d2022 |0itac50 baengCH|||| |||||Continuous Time Processes for FinanceSwitching, Self-exciting, Fractional and other Recent DynamicsDonatien HainautChamBocconi universitySpringer2022xviii, 345 p.ill.24 cm001VAN01132412001 Bocconi & Springer seriesmathematics, statistics, finance and economics210 Berlin [etc.]Bocconi universitySpringer12EconometricsKW:KFractional Brownian motionKW:KGaussian fieldsKW:KQuantitative FinanceKW:KSub-diffusionsKW:KSwitching processesKW:KCHChamVANL001889HainautDonatienVANV098251781289Springer <editore>VANV108073650Università Bocconi <editore>VANV108809650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-031-06361-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0276998BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-Book 8700 08eMF8700 20240610 Continuous Time Processes for Finance2908313UNICAMPANIA