LEADER 01645nam0 2200361 i 450 001 SUN0113240 005 20180109015801.345 010 $d0.00 017 70$2N$a978-3-319-05221-2 100 $a20180104d2015 |0engc50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $a*Affine diffusions and related processes$esimulation, theory and applications$fAurélien Alfonsi 205 $a[Cham] : Bocconi university : Springer, 2015 210 $aXIII$d252 p.$cill. ; 24 cm 215 $aPubblicazione in formato elettronico 410 1$1001SUN0113241$12001 $a*Bocconi & Springer series$emathematics, statistics, finance and economics$v6$1210 $aBerlin$cSpringer$d2011-. 606 $a60J60$xDiffusion processes [MSC 2020]$2MF$3SUNC021477 606 $a62-XX$xStatistics [MSC 2020]$2MF$3SUNC022998 606 $a00A71$xGeneral theory of mathematical modeling [MSC 2020]$2MF$3SUNC023301 606 $a91G70$xStatistical methods; risk measures [MSC 2020]$2MF$3SUNC030929 606 $a00A72$xGeneral theory of simulation [MSC 2020]$2MF$3SUNC031136 620 $aCH$dCham$3SUNL001889 700 1$aAlfonsi$b, Aurélien$3SUNV087365$0755526 712 $aSpringer$3SUNV000178$4650 712 $aBocconi University$3SUNV010125$4650 801 $aIT$bSOL$c20210503$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-05221-2 912 $aSUN0113240 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0069 $e08eMF69 20180104 996 $aAffine diffusions and related processes$91522497 997 $aUNICAMPANIA