Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Detalles Bibliográficos
Autores principales: Platen, Eckhard, Bruti-Liberati, Nicola
Lenguaje:eng
Publicado: Springer 2010
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-13694-8
http://cds.cern.ch/record/1501046
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author Platen, Eckhard
Bruti-Liberati, Nicola
author_facet Platen, Eckhard
Bruti-Liberati, Nicola
author_sort Platen, Eckhard
collection CERN
id cern-1501046
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2010
publisher Springer
record_format invenio
spelling cern-15010462021-04-21T23:57:03Zdoi:10.1007/978-3-642-13694-8http://cds.cern.ch/record/1501046engPlaten, EckhardBruti-Liberati, NicolaNumerical Solution of Stochastic Differential Equations with Jumps in FinanceMathematical Physics and MathematicsSpringeroai:cds.cern.ch:15010462010
spellingShingle Mathematical Physics and Mathematics
Platen, Eckhard
Bruti-Liberati, Nicola
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
title Numerical Solution of Stochastic Differential Equations with Jumps in Finance
title_full Numerical Solution of Stochastic Differential Equations with Jumps in Finance
title_fullStr Numerical Solution of Stochastic Differential Equations with Jumps in Finance
title_full_unstemmed Numerical Solution of Stochastic Differential Equations with Jumps in Finance
title_short Numerical Solution of Stochastic Differential Equations with Jumps in Finance
title_sort numerical solution of stochastic differential equations with jumps in finance
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-13694-8
http://cds.cern.ch/record/1501046
work_keys_str_mv AT plateneckhard numericalsolutionofstochasticdifferentialequationswithjumpsinfinance
AT brutiliberatinicola numericalsolutionofstochasticdifferentialequationswithjumpsinfinance

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