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Numerical Solution Of Stochastic Differential Equations With Jumps In Finance eBook
idioma: inglês
Editor:
Springer Berlin Heidelberg, julho de 2010 ‧
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145,09€
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DISPONIBILIDADE IMEDIATA
Ebook para ADE
SINOPSE
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).
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783642136948 |
| Editor: | Springer Berlin Heidelberg |
| Data de Lançamento: | julho de 2010 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | PDF para ADE |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
eBooks em Inglês
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Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9783642136948 |
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