Search Type
  • All
  • Subject
  • Title
  • Author
  • Publisher
  • Series Title
Search Title


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

Book Seller





Loading Stock Details...

Bowker Bookwire™ App

Bookwire is a mobile app for your iPhone that gives you the ability to scan a barcode or enter ISBN, access book records and add titles to wish lists. Android app on Google Play

Featured Books

The Woman in Cabin 10
Ware, Ruth
Hardback: $33.99
City of the Lost
Armstrong, Kelley
Hardback: $34.99
When in French
Collins, Lauren
Hardback: $27.00

Rate this title:

Select your rating below then click 'submit'.

I do not wish to rate this title.