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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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Jacod, Jean (Auteur), Protter, Philip (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Édition:1st ed. 2012.
Collection:Stochastic Modelling and Applied Probability, 67
Sujets:
Accès en ligne:Texto Completo