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Books Year : 2015

Affine Diffusions and Related Processes: Simulation, Theory and Applications

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Probability [math.PR] Computational Finance [q-fin.CP]

Aurélien Alfonsi  : Connect in order to contact the contributor

https://hal-enpc.archives-ouvertes.fr/hal-03127212

Submitted on : Monday, February 1, 2021-1:27:21 PM

Last modification on : Wednesday, June 8, 2022-12:50:04 PM

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hal-03127212 , version 1 (01-02-2021)

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Aurélien Alfonsi. Affine Diffusions and Related Processes: Simulation, Theory and Applications. Springer. Springer, Mathematics, Statistics, Finance and Economics (6), 2015, Bocconi & Springer Series, 978-3319052205. ⟨10.1007/978-3-319-05221-2⟩. ⟨hal-03127212⟩

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