Kód: 01468987
Functionals of Multidimensional Diffusions with Applications to Finance
Autor Jan Baldeaux, Eckhard Platen
This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of funct ... celý popis
- Jazyk:
Angličtina - Vazba: Pevná
- Počet stran: 425
Nakladatelství: Springer International Publishing AG, 2013
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Anotace knihy
This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals.
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics
1182 Kč
- Plný název: Functionals of Multidimensional Diffusions with Applications to Finance
- Autor: Jan Baldeaux, Eckhard Platen
- Jazyk: Angličtina
- Vazba: Pevná
- Počet stran: 425
- EAN: 9783319007465
- ISBN: 3319007467
- ID: 01468987
- Nakladatelství: Springer International Publishing AG
- Hmotnost: 804 g
- Rozměry: 240 × 161 × 29 mm
- Datum vydání: 08. August 2013
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