RecordNumber
1961
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
c2010
Collation
xxviii, 856 p. ill. 25 cm
Series
Stochastic modelling and applied probability
Notes
Includes bibliographical references (p. 783-834) and indexes.
Subject
Stochastic differential equations. , Jump processes.
ADDED ENTRIES
Bruti-Liberati, Nicola ,
LC Class
QA
LC Number
274.23
LC CutterNumber
.P538
LC Date
2010