| 書(shū)目名稱 | Telegraph Processes and Option Pricing |
| 編輯 | Alexander D. Kolesnik,Nikita Ratanov |
| 視頻video | http://file.papertrans.cn/903/902752/902752.mp4 |
| 概述 | For specialists in the area of diffusion processes with finite speed of propagation and in financial modelling.A useful introduction for students and postgraduates.Written by experts in the field.Incl |
| 叢書(shū)名稱 | SpringerBriefs in Statistics |
| 圖書(shū)封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 20131st edition |
| 關(guān)鍵詞 | Financial modelling; Option pricing; Telegraph process |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-40526-6 |
| isbn_ebook | 978-3-642-40526-6Series ISSN 2191-544X Series E-ISSN 2191-5458 |
| issn_series | 2191-544X |
| copyright | The Author(s) 2013 |
|Archiver|手機(jī)版|小黑屋|
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