Affine diffusions and related processes

Affine diffusions and related processes: simulation, theory and applications

by Alfonsi, Aurélien

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Title Statements

  • Full title :Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi.

Edition Statements

  • Publication Date:©2005.

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Cham
  • Language:eng
  • Publication Date:©2005.

The Physical Object

  • Description:xiii, 252 p. : : ill. ; : 24 cm.

Edition Identifiers

  • ISBN:9783319052205, 3319052209
  • oclc:ocn928766432
  • Dewey Decimal:330.0113

Subjects

Economia Economia -- Simulazione

Writers

Alfonsi, Aurélien

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