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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
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2010-08-17
Sidor
856