Affine diffusions and related processes : simulation, theory and applications

Author(s)

• Alfonsi, Aurélien

Bibliographic Information

Affine diffusions and related processes : simulation, theory and applications

Aurélien Alfonsi

（Bocconi & Springer series / (series editors) Sandro Salsa ... [et al.], v. 6）

Springer , Bocconi University Press, c2015

Note

Includes bibliographical references (p. 245-250) and index

Details

• NCID: BB18751707
• ISBN:
  • 9783319052205
• LCCN: 2015938922
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cham,[Milan]
• Pages/Volumes: xiii, 252 p.
• Size: 25 cm
• Parent Bibliography ID:
  • BB04466702