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Telegraph Processes and Option Pricing - a book by Kolesnik, Alexander D.

Telegraph Processes and Option Pricing

Telegraph Processes and Option Pricing( )
Author: Kolesnik, Alexander D.
Ratanov, Nikita
Series title:SpringerBriefs in Statistics Ser.
ISBN:978-3-642-40525-9
Publication Date:Oct 2013
Publisher:Springer
Book Format:Paperback
List Price:USD $54.99
Book Description:

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. That is why it can be considered as the finite-velocity counterpart of the classical Einstein-Smoluchowski's model of the Brownian motion in which the infinite speed of motion and the infinite intensity of the alternating directions are assumed.

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Book Details
Pages:128
Detailed Subjects: Mathematics / Probability & Statistics / Stochastic Processes
Business & Economics / Investments & Securities / Options
Physical Dimensions (W X L X H):6.045 x 9.165 x 0.121 Inches
Book Weight:0.495 Pounds

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