Auteur: Jan Baldeaux

Support

1 Ebooks par Jan Baldeaux

Jan Baldeaux & Eckhard Platen: 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 …
PDF
Anglais
€53.49