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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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Também disponível como:
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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 14 de agosto de 2015 |
| Data do lançamento original | 2014 |
| ISBN13 | 9783319033341 |
| Editoras | Springer International Publishing AG |
| Páginas | 425 |
| Dimensões | 155 × 235 × 23 mm · 625 g |
| Idioma | Alemão |
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