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

inbunden, 2013
Engelska
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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
Engelska
Vikt
446 gram
Utgivningsdatum
2013-08-21
Sidor
425