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Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series Jan Baldeaux Softcover reprint of the original 1st ed. 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.
425 pages, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 14. avgusta 2015 |
| Prvotni datum izida | 2014 |
| ISBN13 | 9783319033341 |
| Založniki | Springer International Publishing AG |
| Strani | 425 |
| Dimenzije | 155 × 235 × 23 mm · 625 g |
| Jezik | Nemščina |
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