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Functionals of Multidimensional Diffusions with Applications to Finance
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Functionals of Multidimensional Diffusions with Applications to Finance

innbundet, 2013
Engelsk
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
9783319007465
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
21.8.2013
Antall sider
425