Aurélien Alfonsi – författare
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3 produkter
Affine Diffusions and Related Processes: Simulation, Theory and Applications
Inbunden, 2015
551 kr
Lägg i varukorg
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error. It …
Affine Diffusions and Related Processes: Simulation, Theory and Applications
E-bok, 2015
718 kr
Lägg i varukorg
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error. It …
Affine Diffusions and Related Processes: Simulation, Theory and Applications
Häftad, 2016
551 kr
Lägg i varukorg
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error. It …
