Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability - Eckhard Platen - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783662519738 - August 23, 2016
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability Softcover reprint of the original 1st ed. 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, 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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