Telegraph Processes and Option Pricing

By Nikita Ratanov and Alexander Dmitry Kolesnik

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.

• Format: Paperback
• Language: English
• ISBN: 3642405258
• ISBN13: 9783642405259
• Release Date: October 2013
• Publisher: Springer
• Length: 128 Pages
• Weight: 0.47 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"