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Telegraph Processes and Option Pricing Nikita Ratanov Second Edition 2022 edition
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Telegraph Processes and Option Pricing
Nikita Ratanov
The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes.
440 pages, 9 Tables, color; 139 Illustrations, color; 3 Illustrations, black and white; XV, 440 p. 1
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2023. gada 5. janvāris |
| ISBN13 | 9783662658260 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 440 |
| Izmēri | 242 × 165 × 32 mm · 848 g |
| Valoda | Vācu |
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