Jan Baldeaux – författare

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3 produkter

1. 

   Functionals of Multidimensional Diffusions with Applications to Finance

   Av Jan Baldeaux, Eckhard Platen

   Inbunden, 2013

   550 kr

   Lägg i varukorg

   This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie …

2. 

   Functionals of Multidimensional Diffusions with Applications to Finance

   Av Eckhard Platen, Jan Baldeaux

   E-bok, 2013

   718 kr

   Lägg i varukorg

   This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie …

3. 

   Functionals of Multidimensional Diffusions with Applications to Finance

   Av Jan Baldeaux, Eckhard Platen

   Häftad, 2015

   550 kr

   Lägg i varukorg

   This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie …