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Numerical Solution Of Stochastic Differential Equations With Jumps In Finance
language: english
Publisher:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, August of 2016 ‧
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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: | 9783662519738 |
| Publisher: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Release Date: | August of 2016 |
| Language: | English |
| Dimensions: | 155 x 235 x 20 mm |
| Cover: | Softcover |
| Pages: | 856 |
| Format: | Book |
| Collection: | Stochastic Modelling And Applied Probability |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
Books in English > Economics, Finance and Accounting > Finances |
| EAN: | 9783662519738 |
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