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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability Eckhard Platen 2010 edition
Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability
Eckhard Platen
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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