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: Mathematics; Finance; Distribution (Probability theory); Economics > Statistics; Probability Theory and Stochastic Processes; Statistics for Business/Economics/Mathematical Finance/Insurance; Quantitative Finance