Functionals Of Multidimensional Diffusions With Applications To Finance

by Jan Baldeaux e Eckhard Platen
Publisher: Springer International Publishing AG, August of 2013 ‧
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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.

Functionals Of Multidimensional Diffusions With Applications To Finance

by Jan Baldeaux e Eckhard Platen

Property Description
ISBN: 9783319007465
Publisher: Springer International Publishing AG
Release Date: August of 2013
Dimensions: 161 x 240 x 29 mm
Cover: Hardcover
Pages: 425
Format: Book
Collection: Bocconi & Springer Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9783319007465

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