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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance

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).
ISBN
9783642120572
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
17.8.2010
Sivumäärä
856