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Numerical solution of stochastic dif...
~
Bruti-Liberati, Nicola.
Numerical solution of stochastic differential equations with jumps in finance
Record Type:
Electronic resources : Monograph/item
Title/Author:
Numerical solution of stochastic differential equations with jumps in finance/ by Eckhard Platen, Nicola Bruti-Liberati.
Author:
Platen, Eckhard.
other author:
Bruti-Liberati, Nicola.
Published:
Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2010.,
Description:
xxviii, 856 p. :ill., digital ; : 24 cm.;
Series:
Stochastic modelling and applied probability,
Contained By:
Springer eBooks
Subject:
Quantitative Finance. -
Online resource:
http://dx.doi.org/10.1007/978-3-642-13694-8
ISBN:
9783642136948 (electronic bk.)
Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard.
Numerical solution of stochastic differential equations with jumps in finance
[electronic resource] /by Eckhard Platen, Nicola Bruti-Liberati. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010. - xxviii, 856 p. :ill., digital ;24 cm. - Stochastic modelling and applied probability,640172-4568 ;.
ISBN: 9783642136948 (electronic bk.)Subjects--Topical Terms:
121561
Quantitative Finance.
LC Class. No.: QA274.23 / .P53 2010
Dewey Class. No.: 519.2
Numerical solution of stochastic differential equations with jumps in finance
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[electronic resource] /
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by Eckhard Platen, Nicola Bruti-Liberati.
260
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Berlin, Heidelberg :
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2010.
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Springer-Verlag Berlin Heidelberg,
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xxviii, 856 p. :
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ill., digital ;
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24 cm.
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Stochastic modelling and applied probability,
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0172-4568 ;
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Mathematics and Statistics (Springer-11649)
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