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Numerical solution of stochastic differential equations with jumps in finance [electronic resource] / by Eckhard Platen, Nicola Bruti-Liberati.

By:

Platen, Eckhard

Contributor(s):

Series: Stochastic modelling and applied probability ; 64Publication details: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010.Description: 1online resource (xxviii, 856 pages) : illustrations, digital ; 24 cmISBN:

9783642136948

Subject(s):

DDC classification:

519.2 22

LOC classification:

QA274.23 .P53 2010

Online resources:

Click here to access online

In: Springer eBooks

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