Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability - Eckhard Platen - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642120572 - August 17, 2010
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability 2010 edition

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The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).


856 pages, 169 black & white illustrations, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 17, 2010
ISBN13 9783642120572
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 856
Dimensions 167 × 241 × 55 mm   ·   1.47 kg
Language English   French  

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