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Urn Models and Their Applications in Finance

Masato Hisakado ()
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Masato Hisakado: Nomura Hodings, Inc.

in Springer Books from Springer

Date: 2025
ISBN: 978-981-96-3825-3
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Chapters in this book:

Ch Chapter 1 Introduction
Masato Hisakado
Ch Chapter 10 Beta Binomial Distribution with Temporal Correlation
Masato Hisakado
Ch Chapter 11 Merton Model with Temporal Correlation
Masato Hisakado
Ch Chapter 12 Self-Exciting Negative Binomial Distribution and the Hawkes Process
Masato Hisakado
Ch Chapter 13 Multi-dimensional Self-Exciting NBD Process and Hawkes Graph
Masato Hisakado
Ch Chapter 14 Merton Model and Its Poisson Process
Masato Hisakado
Ch Chapter 2 Correlated Binomial Models and Pólya Urn Model
Masato Hisakado
Ch Chapter 3 Phase Transition of Super and Normal Diffusion Phases
Masato Hisakado
Ch Chapter 4 Nonlinear Pólya Urn Model and Phase Transitions
Masato Hisakado
Ch Chapter 5 Extreme Nonlinear Pólya Urn Model and Phase Transitions
Masato Hisakado
Ch Chapter 6 Equilibrium Process and Detailed Balance Condition
Masato Hisakado
Ch Chapter 7 Multicolor Urn Process and Equilibrium
Masato Hisakado
Ch Chapter 8 Network and Urn Process
Masato Hisakado
Ch Chapter 9 Between Ant Colony Optimization and Genetic Algorithm
Masato Hisakado

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DOI: 10.1007/978-981-96-3825-3

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