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Affine Diffusions and Related Processes: Simulation, Theory and Applications

Author

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  • Aurélien Alfonsi

    (MATHRISK - Mathematical Risk Handling - UPEM - Université Paris-Est Marne-la-Vallée - ENPC - École des Ponts ParisTech - 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 des Ponts ParisTech)

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Suggested Citation

  • Aurélien Alfonsi, 2015. "Affine Diffusions and Related Processes: Simulation, Theory and Applications," Post-Print hal-03127212, HAL.
    • Handle: RePEc:hal:journl:hal-03127212
    DOI: 10.1007/978-3-319-05221-2
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