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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Forfatter:
heftet, 2016
Engelsk
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).
- Forfatter
- Eckhard Platen, Nicola Bruti-Liberati
- Opplag
- Softcover reprint of the original 1st ed. 2010
- ISBN
- 9783662519738
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 23.8.2016
- Antall sider
- 856
