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Telegraph Processes and Option Pricing - SpringerBriefs in Statistics Alexander D. Kolesnik 2014 edition
Telegraph Processes and Option Pricing - SpringerBriefs in Statistics
Alexander D. Kolesnik
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.
128 pages, 5 black & white illustrations, biography
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2013年10月30日 |
| ISBN13 | 9783642405259 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 128 |
| 寸法 | 155 × 235 × 8 mm · 224 g |
| 言語 | ドイツ語 |
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