Telegraph Processes and Option Pricing
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-662-65827-7
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Book Chapters
The following chapters of this book are listed in IDEAS- Nikita Ratanov & Alexander D. Kolesnik, 2022. "Preliminaries," Springer Books, in: Telegraph Processes and Option Pricing, edition 2, chapter 1, pages 1-29, Springer.
- Nikita Ratanov & Alexander D. Kolesnik, 2022. "Symmetric Telegraph Process on the Line," Springer Books, in: Telegraph Processes and Option Pricing, edition 2, chapter 2, pages 31-64, Springer.
- Nikita Ratanov & Alexander D. Kolesnik, 2022. "Asymmetric Jump-Telegraph Processes," Springer Books, in: Telegraph Processes and Option Pricing, edition 2, chapter 3, pages 65-188, Springer.
- Nikita Ratanov & Alexander D. Kolesnik, 2022. "Jump-Diffusion Processes with Regime Switching," Springer Books, in: Telegraph Processes and Option Pricing, edition 2, chapter 4, pages 189-221, Springer.
- Nikita Ratanov & Alexander Kolesnik, 2022. "Functionals of Telegraph Process," Springer Books, in: Telegraph Processes and Option Pricing, edition 2, chapter 5, pages 223-296, Springer.
- Nikita Ratanov & Alexander D. Kolesnik, 2022. "Telegraph-Type Processes in Higher Dimensions," Springer Books, in: Telegraph Processes and Option Pricing, edition 2, chapter 6, pages 297-340, Springer.
- Nikita Ratanov & Alexander D. Kolesnik, 2022. "Financial Modelling Based on Telegraph Processes," Springer Books, in: Telegraph Processes and Option Pricing, edition 2, chapter 7, pages 341-425, Springer.
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