Telegraph Processes and Option Pricing

R2 849,00
+ R176,99 Shipping

Telegraph Processes and Option Pricing

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Telegraph Processes and Option Pricing

R2 849,00

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Telegraph Processes and Option Pricing

The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals telegraph meanders and running extrema the times of the first passages of telegraph processes with alternating random jumps and distribution of the Euclidean distance between two independent telegraph processes.
  • Fruugo ID: 558643372-1127625521
  • ISBN: 9783662658260
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  • STANDARD: R176,99 - Delivery between Mon 23 November 2026–Fri 11 December 2026

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