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Telegraph Processes and Option PricingPreliminaries

Telegraph Processes and Option Pricing: Preliminaries [In this chapter we recall the main mathematical notions and concepts of the required theory on probability and calculus.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Telegraph Processes and Option PricingPreliminaries

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Publisher
Springer Berlin Heidelberg
Copyright
© The Author(s) 2013
ISBN
978-3-642-40525-9
Pages
1 –18
DOI
10.1007/978-3-642-40526-6_1
Publisher site
See Chapter on Publisher Site

Abstract

[In this chapter we recall the main mathematical notions and concepts of the required theory on probability and calculus.]

Published: Oct 18, 2013

Keywords: Markov processes; Brownian motion; Stochastic integrals; Poisson process; Bessel functions; Generalised functions

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