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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 symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the …
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319007472
- Deskripsi Fisik
- xxiii, 425
- Judul Seri
- -
- No. Panggil
- E710
Karya Umum 
Filsafat 
Agama 
Ilmu-ilmu Sosial 
Bahasa 
Ilmu-ilmu Murni 
Ilmu-ilmu Terapan 
Kesenian, Hiburan, dan Olahraga 
Kesusastraan 
Geografi dan Sejarah