Vi bøger
Levering: 1 - 2 hverdage

Functionals of Multidimensional Diffusions with Applications to Finance - Jan Baldeaux - Bog

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319007465
  • Indbinding:
  • Hardback
  • Sideantal:
  • 425
  • Udgivet:
  • 21. August 2013
  • Udgave:
  • 2013
  • Størrelse:
  • 240x161x29 mm.
  • Vægt:
  • 804 g.
  • Ukendt - mangler pt..

Normalpris

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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.

Brugerbedømmelser af Functionals of Multidimensional Diffusions with Applications to Finance



Find lignende bøger
Bogen Functionals of Multidimensional Diffusions with Applications to Finance findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.