Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Format:: e-book
Title:: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Author:: Platen, Eckhard; Bruti-Liberati, Nicola
Language:: English
Publisher:: Springer Berlin Heidelberg 2010
ISBN:: 3-642-12057-1
3-642-13694-X
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