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Functionals of Multidimensional Diffusions with Applications to Finance

Bag om Functionals of Multidimensional Diffusions with Applications to Finance

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319007465
  • Indbinding:
  • Hardback
  • Sideantal:
  • 425
  • Udgivet:
  • 21. august 2013
  • Udgave:
  • 2013
  • Størrelse:
  • 240x161x29 mm.
  • Vægt:
  • 804 g.
  • BLACK NOVEMBER
Leveringstid: 2-3 uger
Forventet levering: 10. december 2024

Beskrivelse af Functionals of Multidimensional Diffusions with Applications to Finance

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.

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