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Affine Diffusions and Related Processes: Simulation, Theory and Applications

Aurélien Alfonsi
Publisher: 
Springer
Publication Date: 
2015
Number of Pages: 
252
Format: 
Hardcover
Series: 
Bocconi and Springer Series 6
Price: 
109.00
ISBN: 
9783319052205
Category: 
Monograph
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