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Telegraph Processes and Option Pricing - SpringerBriefs in Statistics Alexander D. Kolesnik 2014 edition
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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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 30, 2013 |
| ISBN13 | 9783642405259 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 128 |
| Dimensions | 155 × 235 × 8 mm · 224 g |
| Language | German |
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