Inhomogeneous Random Evolutions and Their Applications

by Anatoliy Swishchuk

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Inhomogeneous Random Evolutions and Their Applications explains how to model various dynamical systems in finance and insurance with non-homogeneous in time characteristics. It includes modeling for:

financial underlying and derivatives via Levy processes with time-dependent characteristics;

limit order books in the algorithmic and HFT with counting price changes processes having time-dependent...

Format:Paperback

Language:English

ISBN:1032082291

ISBN13:9781032082295

Release Date:August 2021

Publisher:CRC Press

Length:252 Pages

Weight:0.79 lbs.

Dimensions:0.5" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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Inhomogeneous Random Evolutions and Their Applications

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