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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability Eckhard Platen 2010 edition
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability
Eckhard Platen
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).
856 pages, 169 black & white illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2010. gada 17. augusts |
| ISBN13 | 9783642120572 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 856 |
| Izmēri | 167 × 241 × 55 mm · 1,47 kg |
| Valoda | Angļu Franču |
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