01939nam0 2200373 i 450 VAN011324020240326011216.760N978331905221220180104d2015 |0itac50 baengCH|||| |||||Affine diffusions and related processessimulation, theory and applicationsAurélien Alfonsi[Cham]Bocconi universitySpringer2015XIII, 252 p.ill.24 cm001VAN01132412001 Bocconi & Springer seriesmathematics, statistics, finance and economics210 Berlin [etc.]Bocconi universitySpringer6VAN0234843Affine diffusions and related processes : simulation, theory and applications244052760J60Diffusion processes [MSC 2020]VANC021477MF62-XXStatistics [MSC 2020]VANC022998MF00A71General theory of mathematical modeling [MSC 2020]VANC023301MF91G70Statistical methods; risk measures [MSC 2020]VANC030929MF00A72General theory of simulation [MSC 2020]VANC031136MFCHChamVANL001889AlfonsiAurélienVANV087365755526Springer <editore>VANV108073650Università Bocconi <editore>VANV108809650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-05221-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0113240BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0069 08eMF69 20180104 Affine diffusions and related processes : simulation, theory and applications2440527UNICAMPANIA