Numerical solution of stochastic differential equations with jumps in finance / Eckhard Platen, Nicola Bruti-Liberati.

Author/creator Platen, Eckhard
Other author Bruti-Liberati, Nicola.
Format Electronic
Publication InfoBerlin ; New York : Springer-Verlag,
Descriptionxxviii, 856 p. : ill. ; 25 cm.
Supplemental ContentFull text available from Springer Nature - Springer Mathematics and Statistics eBooks 2010 English International
Supplemental ContentFull text available from Springer Books
Subjects

SeriesStochastic modelling and applied probability ; 64
Stochastic modelling and applied probability ; 64. ^A654425
Bibliography noteIncludes bibliographical references (p. 783-834) and indexes.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2010931518
ISBN9783642120572 (alk. paper)
ISBN3642120571 (alk. paper)