Hybrid Switching Diffusions
Properties and Applications
Stochastic Modelling and Applied Probability
Yin, G. G.
Zhu, C.
- 出版社：Springer
- 出版年月：2009年 11月
- ISBN：9781441911049
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：398 p.
- DDC分類：519
- 内容紹介：
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Focuses on switching diffusion processes involving both continuous dynamics and discrete events. Features - Chapter summaries; Detailed Illustrations; Many worked out examples; Numerical Solutions; Applications to Finance.