Tallenna
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Kirjailija:
nidottu, 2016
englanti
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).
- Kirjailija
- Eckhard Platen, Nicola Bruti-Liberati
- Painos
- Softcover reprint of the original 1st ed. 2010
- ISBN
- 9783662519738
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 23.8.2016
- Sivumäärä
- 856
