• RecordNumber
    56744
  • Author

    Platen, Eckhard

  • Title

    Numerical solution of stochastic differential equations with jumps in finance

  • Author Statement
    Eckhard Platen, Nicola Bruti-Liberati
  • Publication
    Springer-Verlag
  • Publication Year
    2010
  • Collation
    xxviii, 856 p. : ill
  • Series
    Stochastic modelling and applied probability
  • Notes
    Includes bibliographical references (p. 783-834) and indexes , 9783642120572
  • Subject

    Stochastic differential equations. , Jump processes.

  • ADDED ENTRIES
    AU Bruti-Liberati, Nicola , TI 64 Stochastic modelling and applied probability , TI
  • LC Class
    QA
  • LC Number
    274.23
  • LC CutterNumber
    .P538
  • LC Date
    2010
  • نام فايل
    B694D5
    • Link To Document
    https://dl.iust.ac.ir/dl/search/default.aspx?Term=56744&Field=0&DTC=2