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Numerical Solution Of Stochastic Differential Equations With Jumps In Finance

by Nicola Bruti-Liberati e Eckhard Platen
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, August of 2010 ‧
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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).

Numerical Solution Of Stochastic Differential Equations With Jumps In Finance

by Nicola Bruti-Liberati e Eckhard Platen

Property Description
ISBN: 9783642120572
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: August of 2010
Language: English
Dimensions: 155 x 235 x 38 mm
Cover: Hardcover
Pages: 856
Format: Book
Collection: Stochastic Modelling And Applied Probability
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Management > Management and Organization
EAN: 9783642120572