Continuous time processes for finance : switching, self-exciting, fractional and other recent dynamics

Author(s)

• Hainaut, Donatien

Bibliographic Information

Continuous time processes for finance : switching, self-exciting, fractional and other recent dynamics

Donatien Hainaut

（Bocconi & Springer series / (series editors) Sandro Salsa ... [et al.], v. 12）

Bocconi University Press , Springer, c2022

Note

Includes bibliographical references and index

Details

• NCID: BC15907068
• ISBN:
  • 9783031063602
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [Milano],Cham
• Pages/Volumes: xviii, 345 p.
• Size: 25 cm
• Classification:
  • DC23 : 332.015195
• Subject Headings:
  • LCSH : Finance -- Statistical methods
  • LCSH : Finance -- Mathematical models
  • LCSH : Time-series analysis
  • LCSH : Stochastic processes
• Parent Bibliography ID:
  • BB04466702