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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability Eckhard Platen 2010 edition
Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability
Eckhard Platen
The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).
856 pages, 169 black & white illustrations, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 17 de agosto de 2010 |
| ISBN13 | 9783642120572 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 856 |
| Dimensiones | 167 × 241 × 55 mm · 1,47 kg |
| Lengua | Inglés Francés |
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