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

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Bibliographic Details
Online Access:	Full Text (via Springer)
Main Author:	Platen, Eckhard
Other Authors:	Bruti-Liberati, Nicola
Format:	Electronic eBook
Language:	English
Published:	Berlin ; Heidelberg : Springer-Verlag, ©2010.
Series:	Stochastic modelling and applied probability ; 64.
Subjects:	Stochastic differential equations. Jump processes.

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Full Text (via Springer)

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Call Number:	QA274.23 .P53 2010
QA274.23 .P53 2010	Available