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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:
  • 9783319033341
  • Indbinding:
  • Paperback
  • Sideantal:
  • 425
  • Udgivet:
  • 14. april 2014
  • Udgave:
  • 12013
  • Størrelse:
  • 235x155x23 mm.
  • Vægt:
  • 6788 g.
Leveringstid: 8-11 hverdage
Forventet levering: 21. november 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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