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Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XV, 128 p. : ill. ; 24 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Change of Time Method
Geometric Brownian Motion Mean-reverting Asset Multi-factor Levy Models Quantitative Finance Stochastic differential equations |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114524 |
Swishchuk, Anatoliy
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XV, 128 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114524 |
|
Swishchuk, Anatoliy
|
||
| XV, 128 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk
| Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk |
| Autore | Limnios, Nikolaos |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2023 |
| Descrizione fisica | xvi, 198 p. : ill. ; 24 cm |
| Altri autori (Persone) | Swishchuk, Anatoliy |
| Soggetto non controllato |
Additive Functionals
Applications in Epidemiology and Finance Asymptotic Functional Theory Average and Diffusion Approximation Controlled Processes Discrete-Time Random Evolution Discrete-Time Semi-Markov Chains Dynamical systems Limit Theorems for Random Evolutions Markov Renewal Theorem Merton Problem Optimal stopping Random Evolutions Random Evolutions on Banach Spaces Reduced Random Media Semi-Markov Chains |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279330 |
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Limnios, Nikolaos
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||
| Cham, : Birkhäuser, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||