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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
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 14. august 2015 |
| Opprinelig utgitt | 2014 |
| ISBN13 | 9783319033341 |
| Utgivere | Springer International Publishing AG |
| Antall sider | 425 |
| Mål | 155 × 235 × 23 mm · 625 g |
| Språk | Tysk |
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