Affine diffusions and related processes: simulation, theory and applications

Title Statements

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

Edition Statements

• Publication Date:©2015.

Publication Statements

• Publisher(s):Bocconi University Press, Springer
• Place of Publication:Cham
• Language:eng
• Publication Date:©2015.

The Physical Object

• Description:xiii, 252 p. : : ill. ; : 25 cm.

Edition Identifiers

• ISBN:9783319052205, 3319052209
• oclc:ocn934130479
• Dewey Decimal:519.233

Subjects

Writers

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