All ebooks by Nikita Ratanov in PDF and EPUB
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All ebooks by Nikita Ratanov in PDF and EPUB


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Download this eBook Telegraph Processes and Option Pricing
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Telegraph Processes and Option Pricing


Alexander D. Kolesnik , Nikita Ratanov


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...

Publication date: 2023-01-04
Format: PDF, ePub
Publisher: Springer
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£119,50
Download this eBook Telegraph Processes and Option Pricing
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Telegraph Processes and Option Pricing


Alexander D. Kolesnik , Nikita Ratanov


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...

Publication date: 2013-10-18
Format: ePub
Publisher: Springer
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£44,99

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