Code: 01468987
Functionals of Multidimensional Diffusions with Applications to Finance
by Jan Baldeaux, Eckhard Platen
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 funct ... more
- Language:
English - Binding: Hardback
- Number of pages: 425
Publisher: Springer International Publishing AG, 2013
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Book synopsis
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
Book category Books in English Mathematics & science Mathematics Applied mathematics
51.61 €
- Full title: Functionals of Multidimensional Diffusions with Applications to Finance
- Author: Jan Baldeaux, Eckhard Platen
- Language: English
- Binding: Hardback
- Number of pages: 425
- EAN: 9783319007465
- ISBN: 3319007467
- ID: 01468987
- Publisher: Springer International Publishing AG
- Weight: 804 g
- Dimensions: 240 × 161 × 29 mm
- Date of publishing: 08. August 2013
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