Change of Time Methods in Quantitative Finance
This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties. An emphasis is given on many applications of CTM in financial and energy markets, and the...
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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Edition: | 1st ed. 2016. |
| Series: | SpringerBriefs in Mathematics,
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| Online Access: | https://doi.org/10.1007/978-3-319-32408-1 |