Applied Diffusion Processes from Engineering to FinanceThe aim of Applied Diffusion Processes from Engineering to Finance is to promote interaction between engineering, finance, and insurance. These three domains share many models and methods of solution for tackling real life problems. The authors highlight the close inter relations that exist among the diffusion models utilised in engineering, finance, and insurance. In each of the three fields, the basic diffusion models are presented, and their strong
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Applied Diffusion Processes from Engineering to Finance