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Functionals of Multidimensional Diffusions with Ap... - a book by Baldeaux, Jan

Functionals of Multidimensional Diffusions with Applications to Finance

Functionals of Multidimensional Diffusions with Applications to Finance( )
Author: Baldeaux, Jan
Platen, Eckhard
Series title:Bocconi and Springer Ser.
Publication Date:Aug 2013
Book Format:Hardback
List Price:USD $129.00
Book Description:

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.

Book Details
Detailed Subjects: Mathematics / Probability & Statistics / Stochastic Processes
Business & Economics / Business Mathematics
Physical Dimensions (W X L X H):6.045 x 9.165 Inches
Book Weight:1.839 Pounds

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