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Numerical Solution Of Stochastic Differential Equations With Jumps In Finance
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, agosto de 2016 ‧
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104,09€
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IMEDIATO
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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: | 9783662519738 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | agosto de 2016 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 856 |
| Tipo de produto: | Livro |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
Livros em Inglês > Economia, Finanças e Contabilidade > Finanças |
| EAN: | 9783662519738 |
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