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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
Engelsk
Vekt
446 gram
Utgivelsesdato
17.8.2010
Antall sider
856