{"product_id":"affine-diffusions-in-practice-modelling-and-simulation-von-aurelien-alfonsi","title":"Affine Diffusions and Related Processes: Simulation, Theory and Applications","description":"\n                                \n                \u003cp\u003eThis 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. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. \u003c\/p\u003e\n                                \n                \u003cp\u003e\u003c\/p\u003e\n                                \n                \u003cp\u003eThe book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.\u003c\/p\u003e\n                                \n                \u003cp\u003e \u003c\/p\u003e\n                                \n                \u003cp\u003e\u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319052205\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319382548\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Hardcover - 9783319052205","offer_id":40545119240285,"sku":"9783319052205","price":53.49,"currency_code":"EUR","in_stock":true},{"title":"Softcover - 9783319382548","offer_id":39419940438109,"sku":"9783319382548","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/6bce271a-a6d5-4e75-a665-9a0d3388a209.jpg?v=1772171036","url":"https:\/\/shop.autorenwelt.de\/products\/affine-diffusions-in-practice-modelling-and-simulation-von-aurelien-alfonsi","provider":"Autorenwelt Shop","version":"1.0","type":"link"}