Billede af bogens forside - Functionals of Multidimensional Diffusions with Applications to Finance

Functionals of Multidimensional Diffusions with Applications to Finance

af Jan Baldeaux, m.fl.

Bog, Paperback, Engelsk, 2014

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9783319033341
  • Udgivet14/04/2014
  • Udgivet afSpringer International Publishing AG
  • Længde425 sider
  • ForfattereJan Baldeaux, Eckhard Platen
  • GenreBusiness og læring, Økonomi og finans