EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link: https://ebookbell.com/faq

We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.

For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Affine Diffusions And Related Processes Simulation Theory And Applications Aurlien Alfonsi

Name: Affine Diffusions And Related Processes Simulation Theory And Applications Aurlien Alfonsi
SKU: BELL-5087504
Price: 31.00 USD
Availability: InStock
Rating: 4 (56 reviews)

SKU: BELL-5087504

$ 31.00 ~~$ 45.00~~ (-31%)

4.0

56 reviews

Affine Diffusions And Related Processes Simulation Theory And Applications Aurlien Alfonsi instant download after payment.

Publisher: Springer

File Extension: PDF

File size: 3.69 MB

Pages: 264

Author: Aurélien Alfonsi

ISBN: 9783319052205, 3319052209

Language: English

Year: 2015

Product desciption

Affine Diffusions And Related Processes Simulation Theory And Applications Aurlien Alfonsi by Aurélien Alfonsi 9783319052205, 3319052209 instant download after payment.

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 also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments.