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Numerical solution of stochastic dif...
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Bruti-Liberati, Nicola.
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Numerical solution of stochastic differential equations with jumps in finance /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Numerical solution of stochastic differential equations with jumps in finance // Eckhard Platen, Nicola Bruti-Liberati.
作者:
Platen, Eckhard.
其他作者:
Bruti-Liberati, Nicola.
出版者:
Berlin ;Springer-Verlag, : c2010.,
面頁冊數:
xxviii, 856 p. :ill. ;24 cm.
標題:
Stochastic differential equations. -
ISBN:
9783642120572 :
Numerical solution of stochastic differential equations with jumps in finance /
Platen, Eckhard.
Numerical solution of stochastic differential equations with jumps in finance /
Eckhard Platen, Nicola Bruti-Liberati. - Berlin ;Springer-Verlag,c2010. - xxviii, 856 p. :ill. ;24 cm. - Stochastic modelling and applied probability ;64. - Stochastic modelling and applied probability ;64..
Includes bibliographical references and indexes.
ISBN: 9783642120572 :EUR69.95Subjects--Topical Terms:
621860
Stochastic differential equations.
LC Class. No.: QA274.23 / .P43 2010
Numerical solution of stochastic differential equations with jumps in finance /
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Eckhard Platen, Nicola Bruti-Liberati.
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24 cm.
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Stochastic modelling and applied probability ;
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