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Telegraph Processes and Option Pricing

Usually dispatched within 3 - 5 business days.

In Stock (320)

£ 131.99

Description

The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes.

Book Details
EAN:
9783662658260
Binding:
Hardback
Dimensions(mm):
235 x 155
Publication Date:
2023-01-05
Publication Country:
Germany