RecordNumber
102027
Author
Platen, Eckhard
Addition
,
Title
Numerical solution of stochastic differential equations with jumps in finance
Author Statement
Eckhard Platen, Nicola Bruti-Liberati
Publication
Springer-Verlag,
Publication Year
c2010
Collation
xxviii, 856 p. : ill. ; 25 cm.
Series
Stochastic modelling and applied probability ;64
Bibliography
Includes bibliographical references (p. 783-834) and indexes.
Subject
Stochastic differential equations,Jump processes
ADDED ENTRIES
AU Bruti-Liberati, Nicola
Main Class
519.2
ISBN
9783642120572 (alk. paper) ,