Functionals of Multidimensional Diffusions with Applications to Finance

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. The book also provides an introduction to the use of Lie symmetr...

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Bibliographic Details
Main Authors: Baldeaux, Jan (Author), Platen, Eckhard (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Series:Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, 5
Subjects:
Mathematics.
Applied mathematics.
Engineering mathematics.
Economics, Mathematical.
Macroeconomics.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Applications of Mathematics.
Online Access:Full Text via HEAL-Link

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ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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