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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing
2013.
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| Colección: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics ;
5. Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b3291670x*spi |
