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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...
| Call Number: | Libro Electrónico |
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| Main Authors: | , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Edition: | 1st ed. 2013. |
| Series: | SpringerBriefs in Statistics,
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| Subjects: | |
| Online Access: | Texto Completo |