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Buch Cover Telegraph Processes and Option Pricing

Nikita Ratanov, Alexander D. Kolesnik
Springer Berlin
149.79 € · Hardcover

Telegraph process Financial modelling Option pricing Black–Scholes-Merton model Multidimensional telegraph-type processes Piecewise deterministic random walk Jump-telegraph-diffusion processes

This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead of classical diffusion, or&#xa0...

Telegraph Processes and Option Pricing

Nikita Ratanov, Alexander D. Kolesnik
Springer Berlin
139.09 € · eBook

Telegraph process Financial modelling Option pricing Black–Scholes-Merton model Multidimensional telegraph-type processes Piecewise deterministic random walk Jump-telegraph-diffusion processes

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