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Affine diffusions and related processes : simulation, theory and applications

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Affine diffusions and related processes : simulation, theory and applications is a book. It was written by Aurélien Alfonsi and published by : Springer in 2015.

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"Affine diffusions and related processes : simulation, theory and applications" is one of the books by Aurélien Alfonsi, books by : Springer and 2,617,384 books in our database.

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This content is available under the CC BY 4.0 license.