Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability, 64)
ISBN-10:
3662519739
ISBN-13:
9783662519738
Author(s): Platen, Eckhard; Bruti-Liberati, Nicola
Edition: Softcover reprint of the original 1st ed. 2010
Description:
This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.
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