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Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series Jan Baldeaux Softcover reprint of the original 1st ed. 2013 edition
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発送予定日 年9月15日 - 年9月25日
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Functionals of Multidimensional Diffusions with Applications to Finance - Bocconi & Springer Series
Jan Baldeaux
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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2015年8月14日 |
| 発売日 | 2014 |
| ISBN13 | 9783319033341 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 425 |
| 寸法 | 155 × 235 × 23 mm · 625 g |
| 言語 | ドイツ語 |
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