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...
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2013.
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| Series: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics
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| Online Access: | Click here to view the full text content |
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