<電子ブック>
Telegraph Processes and Option Pricing / by Alexander D. Kolesnik, Nikita Ratanov
(SpringerBriefs in Statistics. ISSN:21915458)
版 | 1st ed. 2013. |
---|---|
出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 2013 |
本文言語 | 英語 |
大きさ | XII, 128 p. 5 illus : online resource |
著者標目 | *Kolesnik, Alexander D author Ratanov, Nikita author SpringerLink (Online service) |
件 名 | LCSH:Statistics FREE:Statistics |
一般注記 | Preface -- 1.Preliminaries -- 2.Telegraph Process on the Line -- 3.Functionals of Telegraph Process -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index. 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 HTTP:URL=https://doi.org/10.1007/978-3-642-40526-6 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
Springer eBooks | 9783642405266 |
|
電子リソース |
|
EB00230287 |
類似資料
この資料の利用統計
このページへのアクセス回数:5回
※2017年9月4日以降