Telegraph Processes and Option Pricing
This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead of classical diffusion, or more...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2022, 2022
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| Edition: | 2nd ed. 2022 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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.