Functionals of multidimensional diffusions with applications to finance
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Publication:1956383
DOI10.1007/978-3-319-00747-2zbMath1401.60001OpenAlexW260602344MaRDI QIDQ1956383
Publication date: 13 June 2013
Published in: Bocconi \& Springer Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-00747-2
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Actuarial science and mathematical finance (91Gxx)
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