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Affine Diffusions And Related Processes: Simulation, Theory And Applications eBook

by Aurelien Alfonsi
language: english
Publisher: Springer International Publishing, April of 2015 ‧
59,61€
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Ebook for ADE
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.

Affine Diffusions And Related Processes: Simulation, Theory And Applications

by Aurelien Alfonsi

Property Description
ISBN: 9783319052212
Publisher: Springer International Publishing
Release Date: April of 2015
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Bocconi & Springer Series
Categories: eBooks in English > Science > Mathematics
eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9783319052212

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