Наличие на складе: Есть Описание: For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.
Автор: Gulisashvili Название: Analytically Tractable Stochastic Stock Price Models ISBN: 3642312136 ISBN-13(EAN): 9783642312137 Издательство: Springer Цена: 37170.00 T Наличие на складе: Есть Описание: For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.
Автор: Khalid Al-Begain; Dieter Fiems; G?bor Horv?th Название: Analytical and Stochastic Modeling Techniques and Applications ISBN: 3642022049 ISBN-13(EAN): 9783642022043 Издательство: Springer Рейтинг: Цена: 81050.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book constitutes the refereed proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2009, held in Madrid, Spain, in June 2009 in conjunction with ECMS 2009, the 23nd European Conference on Modeling and Simulation. queueing & scheduling in telecommunication networks;
Автор: Khalid Al-Begain; Armin Heindl; Miklos Telek Название: Analytical and Stochastic Modeling Techniques and Applications ISBN: 354068980X ISBN-13(EAN): 9783540689805 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Wittevrongel Название: Analytical and Stochastic Modelling Techniques and Applications ISBN: 3319439030 ISBN-13(EAN): 9783319439037 Издательство: Springer Рейтинг: Цена: 54040.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book constitutes the refereed proceedings of the 23rd International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2016, held in Cardiff, UK, in August 2016. The 21 full papers presented in this book were carefully reviewed and selected from 30 submissions.
Автор: Oleg V. Gendelman; Leonid I. Manevitch Название: Tractable Models of Solid Mechanics ISBN: 3642266622 ISBN-13(EAN): 9783642266621 Издательство: Springer Рейтинг: Цена: 174130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book describes significant tractable models-new and old-used in solid mechanics. They are selected to illustrate the concepts allowing scientists to describe complicated effects in a simple manner, and to clarify basic notations of solid mechanics.
Автор: Khalid Al-Begain; Dieter Fiems; William Knottenbel Название: Analytical and Stochastic Modeling Techniques and Applications ISBN: 3642135676 ISBN-13(EAN): 9783642135675 Издательство: Springer Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
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