Telegraph Processes and Option Pricing More Books Like This
A Lifetime of Excursions Through Random Walks and Lévy Processes
2022
Operator Theory and Harmonic Analysis
2021
Nonlocal and Fractional Operators
2021
Stochastic Disorder Problems
2019
Inhomogeneous Random Evolutions and Their Applications
2019
Recent Developments in Stochastic Methods and Applications
2021
Markov Random Flights
2021
Dynamic Markov Bridges and Market Microstructure
2018
Mathematical Finance
2019
From Stochastic Calculus to Mathematical Finance
2007
Beyond the Triangle
2018
Computational Mathematics and Applications
2020
Change of Time and Change of Measure
2015
Functional and Impulsive Differential Equations of Fractional Order
2017
PDE Models for Multi-Agent Phenomena
2018