Affine Diffusions and Related Processes: Simulation, Theory and Applications

Aurélien Alfonsi ()
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Aurélien Alfonsi: MATHRISK - Mathematical Risk Handling - UPEM - Université Paris-Est Marne-la-Vallée - ENPC - École nationale des ponts et chaussées - Centre Inria de Paris - Inria - Institut National de Recherche en Informatique et en Automatique, CERMICS - Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique - ENPC - École nationale des ponts et chaussées

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Date: 2015
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Published in Springer. Springer, Mathematics, Statistics, Finance and Economics (6), 2015, Bocconi & Springer Series, 978-3319052205. ⟨10.1007/978-3-319-05221-2⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03127212

DOI: 10.1007/978-3-319-05221-2

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