Ebooks de Jan Baldeaux en EPUB

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Télécharger le livre : Functionals of Multidimensional Diffusions with Applications to Finance
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Functionals of Multidimensional Diffusions with Applications to Finance
Jan Baldeaux , Eckhard Platen
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. The book also provides an...

Editeur : Springer
Parution : 2013-08-13
Collection : Bocconi & Springer Series
ePub

52,74 €