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Discretization of Processes

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data.  As statisticians are w...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Jacod, Jean (Autor), Protter, Philip (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edición:1st ed. 2012.
Colección:Stochastic Modelling and Applied Probability, 67
Temas:
Acceso en línea:Texto Completo