Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series - Jan Baldeaux - Books - Springer International Publishing AG - 9783319033341 - August 14, 2015
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Jan Baldeaux
Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series Softcover reprint of the original 1st ed. 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.

425 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 14, 2015
Original release date 2014
ISBN13 9783319033341
Publishers Springer International Publishing AG
Pages 425
Dimensions 155 × 235 × 23 mm   ·   625 g
Language German  

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