Produkt mají v nabídce:
Affine Diffusions and Related Processes: Simulation, Theory and Applications - Alfonsi, Aurelien
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.
