LEADER 01555nam0 22003853i 450 001 VAN0276087 005 20240520121551.101 017 70$2N$a9783662658277 100 $a20240520d2022 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aTelegraph Processes and Option Pricing$fNikita Ratanov, Alexander D. Kolesnik 205 $a2. ed 210 $aBerlin$cSpringer$d2022 215 $axv, 440 p.$cill.$d24 cm 610 $aBlack?Scholes-Merton model$9KW:K 610 $aFinancial modelling$9KW:K 610 $aJump-telegraph-diffusion processes$9KW:K 610 $aMultidimensional telegraph-type processes$9KW:K 610 $aOption pricing$9KW:K 610 $aPiecewise deterministic random walk$9KW:K 610 $aTelegraph process$9KW:K 620 $dBerlin$3VANL000066 700 1$aRatanov$bNikita$3VANV228783$01275263 701 1$aKolesnik$bAlexander D.$3VANV228784$01064750 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-662-65827-7$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0276087 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-Book 8559 $e08eMF8559 20240604 996 $aTelegraph Processes and Option Pricing$94160948 997 $aUNICAMPANIA