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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2013. gada 21. augusts |
| ISBN13 | 9783319007465 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 425 |
| Izmēri | 155 × 235 × 29 mm · 771 g |
| Valoda | Franču |
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