Affine Diffusions and Related Processes

Name: Affine Diffusions and Related Processes: Simulation, Theory and Applications
Brand: Springer Nature
SKU: 9783319052205
Price: 4356.00 INR
Availability: InStock

Simulation, Theory and Applications

by Aurlien Alfonsi

Springer Nature · 2015 · Hardcover

₹4,356

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About this book

Affine Diffusions and Related Processes: Simulation, Theory and Applications by Aurlien Alfonsi is a 252-page hardcover edition published by Springer Nature in 2015.

Topics covered include Approximation theory, Matrices and Markov processes.