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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
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 21. avgusta 2013 |
| ISBN13 | 9783319007465 |
| Založniki | Springer International Publishing AG |
| Strani | 425 |
| Dimenzije | 155 × 235 × 29 mm · 771 g |
| Jezik | Francoščina |
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