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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. - 1online resource (xxviii, 856 pages) : illustrations, digital ; 24 cm. - Stochastic modelling and applied probability, 64 0172-4568 ; .

ISBN: 9783642136948

Subjects--Topical Terms:
Stochastic differential equations.
Jump processes.
Probability Theory and Stochastic Processes.
Statistics for Business/Economics/Mathematical Finance/Insurance.

LC Class. No.: QA274.23 / .P53 2010

Dewey Class. No.: 519.2

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Numerical solution of stochastic differential equations with jumps in finance

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