Functionals of Multidimensional Diffusions with Applications to Finance
Eckhard Platen, Jan Baldeaux
Springer International Publishing AG, 2013
66,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783319007465
- ISBN-10
- 3319007467
- Publisher
- Springer International Publishing AG
- Year
- 2013
- Publication date
- 2013-08-21
- Pages
- 425
- Dimensions
- 235x155x