Affine Diffusions and Related Processes: Simulation, Theory and Applications
indgår i Bocconi & Springer Series serien
- Indbinding:
- Paperback
- Sideantal:
- 252
- Udgivet:
- 17. oktober 2016
- Udgave:
- 12015
- Størrelse:
- 235x155x14 mm.
- Vægt:
- 4102 g.
Leveringstid:
8-11 hverdage
Forventet levering: 21. november 2024
Beskrivelse af Affine Diffusions and Related Processes: Simulation, Theory and Applications
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.
Brugerbedømmelser af Affine Diffusions and Related Processes: Simulation, Theory and Applications
Giv din bedømmelse
For at bedømme denne bog, skal du være logget ind.Andre købte også..
Find lignende bøger
Bogen Affine Diffusions and Related Processes: Simulation, Theory and Applications findes i følgende kategorier:
© 2024 Pling BØGER Registered company number: DK43351621