LEADER 02045nam0 2200433 i 450 001 VAN00114524 005 20240806100751.952 017 70$2N$a978-3-319-32408-1 100 $a20180206d2016 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aChange of time methods in quantitative finance$fAnatoliy Swishchuk 210 $a[Cham]$cSpringer$d2016 215 $aXV, 128 p.$cill.$d24 cm 410 1$1001VAN00102596$12001 $aSpringerBriefs in mathematics$1210 $aBerlin [etc.]$cSpringer$d2011- 500 1$3VAN00242032$aChange of time methods in quantitative finance$91523222 606 $a60G44$xMartingales with continuous parameter [MSC 2020]$3VANC020011$2MF 606 $a60H10$xStochastic ordinary differential equations [MSC 2020]$3VANC020682$2MF 606 $a60J74$xJump processes on discrete state spaces [MSC 2020]$3VANC019965$2MF 606 $a60J76$xJump processes on general state spaces [MSC 2020]$3VANC035913$2MF 606 $a91B74$xEconomic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020]$3VANC027805$2MF 610 $aChange of Time Method$9KW:K 610 $aGeometric Brownian Motion$9KW:K 610 $aMean-reverting Asset$9KW:K 610 $aMulti-factor Levy Models$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic differential equations$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aSwishchuk$bAnatoliy$3VANV088606$0755861 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240906$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-32408-1$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$2VAN15 912 $fN 912 $aVAN00114524 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 2169 $e15EB 2169 20180206 996 $aChange of time methods in quantitative finance$91523222 997 $aUNICAMPANIA