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Numerical solution of stochastic dif...
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Bruti-Liberati, Nicola.
Numerical solution of stochastic differential equations with jumps in finance
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Numerical solution of stochastic differential equations with jumps in financeby Eckhard Platen, Nicola Bruti-Liberati.
作者:
Platen, Eckhard.
其他作者:
Bruti-Liberati, Nicola.
出版者:
Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010.
面頁冊數:
xxviii, 856 p. :ill., digital ;24 cm.
叢書名:
Stochastic modelling and applied probability,
Contained By:
Springer eBooks
標題:
Stochastic differential equations.
電子資源:
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:
185784
Stochastic differential equations.
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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