Numerical solution of stochastic differential equations with jumps in finance /

Bibliographic Details

Main Author:	Platen, Eckhard
Corporate Author:	SpringerLink (Online service)
Other Authors:	Bruti-Liberati, Nicola
Format:	eBook
Language:	English
Published:	Berlin ; Heidelberg : Springer-Verlag, [2010]
Series:	Stochastic modelling and applied probability ; 64.
Subjects:	Jump processes. Stochastic differential equations. Electronic books.
Online Access:	Connect to the full text of this electronic book