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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability Eckhard Platen Softcover reprint of the original 1st ed. 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, XXVIII, 856 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 23, 2016 |
| ISBN13 | 9783662519738 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 856 |
| Dimensions | 236 × 157 × 53 mm · 1.31 kg |
| Language | French |
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