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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 functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie sy…
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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 functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie sy…
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https://books.apple.com/us/book/functionals-of-multidimensional-diffusions/id685798132Functionals 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 functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie sy…
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14- titleFunctionals of Multidimensional Diffusions with Applications to Finance by Jan Baldeaux & Eckhard Platen on Apple Books
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41- https://books.apple.com/us/author/eckhard-platen/id488511395
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