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Record Nr. |
UNICAMPANIAVAN0113240 |
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Autore |
Alfonsi, Aurélien |
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Titolo |
Affine diffusions and related processes : simulation, theory and applications / Aurélien Alfonsi |
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Pubbl/distr/stampa |
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[Cham], : Bocconi university, : Springer, 2015 |
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Titolo uniforme |
Affine diffusions and related processes : simulation, theory and applications |
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Descrizione fisica |
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XIII, 252 p. : ill. ; 24 cm |
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Soggetti |
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60J60 - Diffusion processes [MSC 2020] |
62-XX - Statistics [MSC 2020] |
00A71 - General theory of mathematical modeling [MSC 2020] |
91G70 - Statistical methods; risk measures [MSC 2020] |
00A72 - General theory of simulation [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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