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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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Jacod, Jean (Author), Protter, Philip (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edition:1st ed. 2012.
Series:Stochastic Modelling and Applied Probability, 67
Subjects:
Online Access:Texto Completo