Discretization of processes [electronic resource] / Jean Jacod, Philip Protter.
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wo...
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Full Text (via Springer) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Heidelberg ; New York :
Springer-Verlag Berlin Heidelberg,
©2012.
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| Series: | Stochastic modelling and applied probability ;
67. |
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Internet
Full Text (via Springer)Online
| Call Number: |
QA274.2 .J33 2012
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| QA274.2 .J33 2012 | Available |