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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability Eckhard Platen Softcover reprint of the original 1st ed. 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, XXVIII, 856 p.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2016. gada 23. augusts |
| ISBN13 | 9783662519738 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 856 |
| Izmēri | 236 × 157 × 53 mm · 1,31 kg |
| Valoda | Franču |
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