Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Platen, Eckhard
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Άλλοι συγγραφείς:	Bruti-Liberati, Nicola
Μορφή:	Ηλεκτρονική πηγή Εργαλειοθήκη Βιβλίο
Γλώσσα:	English
Έκδοση:	Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2010
Σειρά:	Stochastic Modelling and Applied Probability 64
Θέματα:	Mathematics Finance Distribution (Probability theory) Economics > Statistics Probability Theory and Stochastic Processes Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance
Διαθέσιμο Online:	http://dx.doi.org/10.1007/978-3-642-13694-8

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