LIBROS DEL AUTOR: alexander d kolesnik

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  • Telegraph Processes and Option Pricing
    Alexander D. Kolesnik / Nikita Ratanov
    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 generally, Lévy processes, has two obvious benefits. First, the mathematical te...
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    47,06 €