Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series - Jan Baldeaux - Books - Springer International Publishing AG - 9783319007465 - August 21, 2013
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Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series 2013 edition

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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.


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  

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