Home
Affine Diffusions and Related Processes: Simulation, Theory Applications
Barnes and Noble
Loading Inventory...
Affine Diffusions and Related Processes: Simulation, Theory Applications in Franklin, TN
Current price: $54.99
Barnes and Noble
Affine Diffusions and Related Processes: Simulation, Theory Applications in Franklin, TN
Current price: $54.99
Loading Inventory...
Size: Hardcover
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.
The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.
The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.
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.
The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.
The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.
You May Also Like
More About Barnes and Noble at CoolSprings Galleria
Barnes & Noble is the world’s largest retail bookseller and a leading retailer of content, digital media and educational products. Our Nook Digital business offers a lineup of NOOK® tablets and e-Readers and an expansive collection of digital reading content through the NOOK Store®. Barnes & Noble’s mission is to operate the best omni-channel specialty retail business in America, helping both our customers and booksellers reach their aspirations, while being a credit to the communities we serve.
1800 Galleria Blvd #1310, Franklin, TN 37067, United States
