Affine Diffusions and Related Processes: Simulation, Theory and Applications - École des Ponts ParisTech Access content directly
Books Year : 2015
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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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