Telegraph Processes and Option Pricing / Nikita Ratanov, Alexander D. Kolesnik

• Autore: Ratanov, Nikita
• Pubblicazione: Berlin, : Springer, 2022
• Edizione: 2. ed
• Descrizione fisica: xv, 440 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020]; 60J28 - Applications of continuous-time Markov processes on discrete state spaces [MSC 2020]; 60J35 - Transition functions, generators and resolvents [MSC 2020]; 60J65 - Brownian motion [MSC 2020]; 60J76 - Jump processes on general state spaces [MSC 2020]; 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
• Soggetto non controllato: Black–Scholes-Merton model; Financial modelling; Jump-telegraph-diffusion processes; Multidimensional telegraph-type processes; Option pricing; Piecewise deterministic random walk; Telegraph process
• Altri autori: Kolesnik, Alexander D.
• Titolo autorizzato: Telegraph Processes and Option Pricing
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00276087
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-662-65827-7