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Numerical Solution Of Stochastic Differential Equations With Jumps In Finance eBook
language: english
Publisher:
Springer Berlin Heidelberg, July of 2010 ‧
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145,09€
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IMMEDIATE AVAILABILITY
Ebook for ADE
SYNOPSIS
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).
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783642136948 |
| Publisher: | Springer Berlin Heidelberg |
| Release Date: | July of 2010 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | PDF para ADE |
| Collection: | Stochastic Modelling And Applied Probability |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9783642136948 |
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