Telegraph Processes and Option Pricing - Nikita Ratanov - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783662658260 - January 5, 2023
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Nikita Ratanov
Telegraph Processes and Option Pricing 2nd ed. 2022 edition

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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.

440 pages, 9 Tables, color; 139 Illustrations, color; 3 Illustrations, black and white; XV, 440 p. 1

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 5, 2023
ISBN13 9783662658260
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 440
Dimensions 242 × 165 × 32 mm   ·   848 g
Language German  

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