Affine Diffusions and Related Processes: Simulation, Theory and Applications
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 al...
Đã lưu trong:
| Príomhúdar: | |
|---|---|
| Formáid: | Leabhar |
| Teanga: | English |
| Foilsithe: |
Springer
2015
|
| Ábhair: | |
| Rochtain Ar Líne: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57492 |
| Clibeanna: |
Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|