P A framework for financial market modeling, the benchmark approach extends beyond standard risk...
In financial and actuarial modeling and other areas of application, stochastic differential equat...
This research monograph provides an introduction to tractable multidimensional diffusion models, ...
The numerical analysis of stochastic differential equations (SDEs) differs significantly from tha...
This research monograph provides an introduction to tractable multidimensional diffusion models, ...
RezensionFrom the reviews:'The book is accessible at a graduate student level, though some parts ...
The numerical analysis of stochastic differential equations (SDEs) differs significantly from tha...
This is a computer experimental introduction to the numerical solution of stochastic differential...
The benchmark approach is a framework for financial market modeling that extends beyond standard ...
This research monograph provides an introduction to tractable multidimensional diffusion models, ...
The benchmark approach is a framework for financial market modeling that extends beyond standard ...
In financial and actuarial modeling and other areas of application, stochastic differential equat...