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Functionals of Multidimensional Diffusions with Applications to Finance
Language
English
English
Book
Hardback
This research monograph provides an introduction to tractable multidimensional diffusion models. It...
Libristo code: 01468987
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132 b
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This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals.
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About the book
Full name
Functionals of Multidimensional Diffusions with Applications to Finance
Author
Jan Baldeaux, Eckhard Platen
Language
English
English
Binding
Book - Hardback
Date of issue
2013
Number of pages
425
EAN
9783319007465
ISBN
3319007467
Libristo code
01468987
Publishers
Springer International Publishing AG
Weight
804
Dimensions
161 x 240 x 29
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