01645nam0 2200361 i 450 SUN011324020180109015801.3450.00N978-3-319-05221-220180104d2015 |0engc50 baengCH|||| |||||*Affine diffusions and related processessimulation, theory and applicationsAurélien Alfonsi[Cham] : Bocconi university : Springer, 2015XIII252 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01132412001 *Bocconi & Springer seriesmathematics, statistics, finance and economics6210 BerlinSpringer2011-.60J60Diffusion processes [MSC 2020]MFSUNC02147762-XXStatistics [MSC 2020]MFSUNC02299800A71General theory of mathematical modeling [MSC 2020]MFSUNC02330191G70Statistical methods; risk measures [MSC 2020]MFSUNC03092900A72General theory of simulation [MSC 2020]MFSUNC031136CHChamSUNL001889Alfonsi, AurélienSUNV087365755526SpringerSUNV000178650Bocconi UniversitySUNV010125650ITSOL20210503RICAhttp://dx.doi.org/10.1007/978-3-319-05221-2SUN0113240UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0069 08eMF69 20180104 Affine diffusions and related processes1522497UNICAMPANIA