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Telegraph Processes and Option Pricing
The telegraph process is a useful mathematical model for describing the stochastic motion of a particle that moves with finite speed on the real line and alternates between two possible directions of motion at random time instants. That is why it can be considered as the finite-velocity counterpart...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | SpringerBriefs in Statistics,
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| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Preface
- 1.Preliminaries
- 2.Telegraph Process on the Line
- 3.Functionals of Telegraph Process
- 4.Asymmetric Jump-Telegraph Processes
- 5.Financial Modelling and Option Pricing
- Index. .