All ebooks by Dan Pirjol in PDF and EPUB
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All ebooks by Dan Pirjol in PDF and EPUB


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Download this eBook Stochastic Exponential Growth and Lattice Gases
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Stochastic Exponential Growth and Lattice Gases


Dan Pirjol


The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time...

Publication date: 2022-09-01
Format: PDF, ePub
Publisher: Springer
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£44,99

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