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Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series Jan Baldeaux 2013 edition
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Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series
Jan Baldeaux
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form.
465 pages, 11 black & white illustrations, 27 colour illustrations, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 21 de agosto de 2013 |
| ISBN13 | 9783319007465 |
| Editores | Springer International Publishing AG |
| Páginas | 425 |
| Dimensiones | 155 × 235 × 29 mm · 771 g |
| Lengua | Francés |
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