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This volume is part of the collaboration agreement between Springer and the ISAAC society.This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of...
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in...
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world’s financial institutions....
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