Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probabil

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probabil

by Eckhard Platen
  • List Price: $99.99
  • ISBN-10: 3642120571
  • ISBN-13: 9783642120572
  • Edition: 2010th
  • Type: Hardcover
  • Publisher: Springer

About The Book

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the... Read more

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