Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard. ,
Numerical solution of stochastic differential equations with jumps in finance by Eckhard Platen and Nicola Bruti-Liberati - - Berlin Springer-Verlag c2010 - xxviii, 856 p.: ill; 24cm. - - . - Stochastic modelling and applied probability ; 64. .
Includes bibliographical references and indexes.
9783642120572 =
Probabilities & applied mathematics Stochastic differential equations. Jump processes.
/
519.2 PLA
Numerical solution of stochastic differential equations with jumps in finance by Eckhard Platen and Nicola Bruti-Liberati - - Berlin Springer-Verlag c2010 - xxviii, 856 p.: ill; 24cm. - - . - Stochastic modelling and applied probability ; 64. .
Includes bibliographical references and indexes.
9783642120572 =
Probabilities & applied mathematics Stochastic differential equations. Jump processes.
/
519.2 PLA