Telegraph Processes and Option Pricing

Nikita Ratanov () and Alexander D. Kolesnik ()
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Nikita Ratanov: Chelyabinsk State University
Alexander D. Kolesnik: Institute of Mathematics and Computer Science

in Springer Books from Springer

Date: 2022
Edition: 2nd ed. 2022
ISBN: 978-3-662-65827-7
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Chapters in this book:

Ch 1 Preliminaries

Nikita Ratanov and Alexander D. Kolesnik

Ch 2 Symmetric Telegraph Process on the Line

Nikita Ratanov and Alexander D. Kolesnik

Ch 3 Asymmetric Jump-Telegraph Processes

Nikita Ratanov and Alexander D. Kolesnik

Ch 4 Jump-Diffusion Processes with Regime Switching

Nikita Ratanov and Alexander D. Kolesnik

Ch 5 Functionals of Telegraph Process

Nikita Ratanov and Alexander Kolesnik

Ch 6 Telegraph-Type Processes in Higher Dimensions

Nikita Ratanov and Alexander D. Kolesnik

Ch 7 Financial Modelling Based on Telegraph Processes

Nikita Ratanov and Alexander D. Kolesnik

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DOI: 10.1007/978-3-662-65827-7

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