Numerical solution of stochastic differential equations with jumps in finance
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Main Author: | Platen, Eckhard (Author) |
---|---|
Corporate Author: | SpringerLink (Online service) |
Other Authors: | Bruti-Liberati, Nicola |
Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer
2010.
|
Series: | Stochastic Modelling and Applied Probability,
64 |
Subjects: | |
Online Access: | Click here to view the full text content |
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