Affine Diffusions and Related Processes: Simulation, Theory and Applications

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:cop. 2015.

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Cham
  • Language:eng
  • Publication Date:cop. 2015.

The Physical Object

  • Description:1 vol. (XIII-252 p.) ; : 24 cm.

Edition Identifiers

  • ISBN:9783319052205, 3319052209
  • oclc:ocn925697075

Subjects

applied mathematics Computer science -- Mathematics Distribution (Probability theory) distribution (statistics-related concep… Distribution (théorie des probabilités) Economics Economics -- Statistics Économie politique -- Statistiques finance Finances Informatique -- Mathématiques mathematics Mathématiques Mathématiques financières Statistics

Writers

Alfonsi, Aurélien

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