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 symmetr...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Series: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
5 |
| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00747-2 |