Numerical Solution of Stochastic Differential Equations with Jumps in Finance
| Main Author: | Platen, Eckhard |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Other Authors: | Bruti-Liberati, Nicola |
| Format: | Electronic Kit Book |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer-Verlag Berlin Heidelberg
2010
|
| Series: | Stochastic Modelling and Applied Probability
64 |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-3-642-13694-8 |
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