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RecordNumber
1961
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Author
Platen, Eckhard
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Title
Numerical solution of stochastic differential equations with jumps in finance
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Author Statement
Eckhard Platen, Nicola Bruti-Liberati
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Publication
Springer-Verlag
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Publication Year
c2010
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Collation
xxviii, 856 p. ill. 25 cm
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Series
Stochastic modelling and applied probability
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Notes
Includes bibliographical references (p. 783-834) and indexes.
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Subject
Stochastic differential equations. , Jump processes.
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ADDED ENTRIES
Bruti-Liberati, Nicola ,
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LC Class
QA
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LC Number
274.23
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LC CutterNumber
.P538
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LC Date
2010
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Link To Document :
