| 000 | 01097nam a2200385 454500 | ||
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| 008 | 160319bc2010 xxu||||| |||| 00| 0 eng d | ||
| 015 |
_2 _a |
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| 016 |
_2 _a |
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| 020 | _a9783642120572 | ||
| 040 |
_a _c _d |
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| 050 |
_a _b |
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| 082 | _a519.2 PLA | ||
| 100 | _aPlaten, Eckhard. , | ||
| 222 |
_a _b |
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| 245 |
_aNumerical solution of stochastic differential equations with jumps in finance _b _cby Eckhard Platen and Nicola Bruti-Liberati |
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| 250 |
_a _b |
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| 260 |
_6 _aBerlin _bSpringer-Verlag _cc2010 |
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| 300 |
_axxviii, 856 p.: _bill; _c24cm. |
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| 310 |
_a _b |
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| 440 |
_a _v |
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| 490 |
_611406 _aStochastic modelling and applied probability ; _v64. |
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| 500 |
_3 _aIncludes bibliographical references and indexes. |
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| 611 |
_a _c |
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| 653 | _aProbabilities & applied mathematics | ||
| 653 | _aStochastic differential equations. | ||
| 653 | _aJump processes. | ||
| 700 | _aBruti-Liberati, Nicola , | ||
| 906 |
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| 923 |
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| 955 |
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| 963 | _a | ||
| 991 |
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| 999 |
_c31029 _d31029 |
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