LEADER 01571nam0 2200349 i 450 
001 SUN0114524
005 20201006115641.799
010   $d0.00
017 70$2N$a978-3-319-32408-1
100   $a20180206d2016       |0engc50      ba
101   $aeng
102   $aCH
105   $a||||    |||||
200 1 $a*Change of time methods in quantitative finance$fAnatoliy Swishchuk
205   $a[Cham] : Springer, 2016
210   $aXV$d128 p.$cill. ; 24 cm
215   $aPubblicazione in formato elettronico
410  1$1001SUN0102596$12001 $a*SpringerBriefs in mathematics$1210  $aBerlin$cSpringer$d2011-.
606   $a60J74$xJump processes on discrete state spaces [MSC 2020]$2MF$3SUNC019965
606   $a60G44$xMartingales with continuous parameter [MSC 2020]$2MF$3SUNC020011
606   $a60H10$xStochastic ordinary differential equations [MSC 2020]$2MF$3SUNC020682
606   $a91B74$xEconomic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020]$2MF$3SUNC027805
606   $a60J76$xJump processes on general state spaces [MSC 2020]$2MF$3SUNC035913
620   $aCH$dCham$3SUNL001889
700  1$aSwishchuk$b, Anatoliy$3SUNV088606$0755861
712   $aSpringer$3SUNV000178$4650
801   $aIT$bSOL$c20201012$gRICA
856 4 $uhttp://dx.doi.org/10.1007/978-3-319-32408-1
912   $aSUN0114524
950   $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS      SBA EBOOK 2169                      $e15EB 2169              20180206            
996   $aChange of time methods in quantitative finance$91523222
997   $aUNICAMPANIA