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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

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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).
Upplaga
Softcover reprint of the original 1st ed. 2010
ISBN
9783662519738
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2016-08-23
Sidor
856