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Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series Jan Baldeaux 2013 edition
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.
465 pages, 11 black & white illustrations, 27 colour illustrations, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 21, 2013 |
| ISBN13 | 9783319007465 |
| Publishers | Springer International Publishing AG |
| Pages | 425 |
| Dimensions | 155 × 235 × 29 mm · 771 g |
| Language | French |