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02425nam a22004335i 4500 |
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978-3-642-40526-6 |
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DE-He213 |
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20131020062857.0 |
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cr nn 008mamaa |
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131017s2013 gw | s |||| 0|eng d |
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|a 9783642405266
|9 978-3-642-40526-6
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|a 10.1007/978-3-642-40526-6
|2 doi
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|a QA276-280
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|a PBT
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|a MAT029000
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|a 519.5
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|a Kolesnik, Alexander D.
|e author.
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|a Telegraph Processes and Option Pricing
|h [electronic resource] /
|c by Alexander D. Kolesnik, Nikita Ratanov.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2013.
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|a XII, 128 p. 5 illus.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|2 rdamedia
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|a online resource
|b cr
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|a text file
|b PDF
|2 rda
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|a SpringerBriefs in Statistics,
|x 2191-544X
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|a Preface -- 1.Preliminaries -- 2.Telegraph Process on the Line -- 3.Functionals of Telegraph Process -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index. .
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|a 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 of the classical Einstein-Smoluchowski's model of the Brownian motion in which the infinite speed of motion and the infinite intensity of the alternating directions are assumed. The book will be interesting to specialists in the area of diffusion processes with finite speed of propagation and in financial modelling. It will also be useful for students and postgraduates who are taking their first steps in these intriguing and attractive fields.
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|a Statistics.
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|a Statistics.
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|a Statistics, general.
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|a Ratanov, Nikita.
|e author.
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783642405259
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| 830 |
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|a SpringerBriefs in Statistics,
|x 2191-544X
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-642-40526-6
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a Mathematics and Statistics (Springer-11649)
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