Kolesnik, Alexander D.
Telegraph Processes and Option Pricing
Table of contents
1. Preliminaries
Alexander D. Kolesnik, Nikita Ratanov
2. Telegraph Process on the Line
Alexander D. Kolesnik, Nikita Ratanov
3. Functionals of Telegraph Process
Alexander D. Kolesnik, Nikita Ratanov
4. Asymmetric Jump-Telegraph Processes
Alexander D. Kolesnik, Nikita Ratanov
5. Financial Modelling and Option Pricing
Alexander D. Kolesnik, Nikita Ratanov
Keywords: Statistics, Statistics, general
- Author(s)
- Kolesnik, Alexander D.
- Ratanov, Nikita
- Publisher
- Springer
- Publication year
- 2013
- Language
- en
- Edition
- 2013
- Series
- SpringerBriefs in Statistics
- Page amount
- 12 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783642405266
