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Telegraph Processes and Option Pricing Nikita Ratanov 2nd ed. 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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 5 de enero de 2023 |
| ISBN13 | 9783662658260 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 440 |
| Dimensiones | 242 × 165 × 32 mm · 848 g |
| Lengua | Alemán |
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