Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2010
|
| Schriftenreihe: | Stochastic modelling and applied probability
64 |
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 https://doi.org/10.1007/978-3-642-13694-8 |
| Umfang: | 1 Online-Ressource |
| ISBN: | 9783642120572 9783642136948 |
| DOI: | 10.1007/978-3-642-13694-8 |
Internformat
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| id | DE-604.BV036703144 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T14:40:12Z |
| institution | BVB |
| isbn | 9783642120572 9783642136948 |
| language | English |
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| publisher | Springer |
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| series | Stochastic modelling and applied probability |
| series2 | Stochastic modelling and applied probability |
| spellingShingle | Platen, Eckhard 1949- Bruti-Liberati, Nicola Numerical solution of stochastic differential equations with jumps in finance Stochastic modelling and applied probability Mathematik Statistik Wirtschaft Finance Distribution (Probability theory) Economics / Statistics Mathematics Finanzmathematik (DE-588)4017195-4 gnd Zeitdiskrete Approximation (DE-588)4401310-3 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Poisson-Prozess (DE-588)4174971-6 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4401310-3 (DE-588)4240945-7 (DE-588)4174971-6 (DE-588)4057621-8 |
| title | Numerical solution of stochastic differential equations with jumps in finance |
| title_auth | Numerical solution of stochastic differential equations with jumps in finance |
| title_exact_search | Numerical solution of stochastic differential equations with jumps in finance |
| title_full | Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen ; Nicola Bruti-Liberati |
| title_fullStr | Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen ; Nicola Bruti-Liberati |
| title_full_unstemmed | Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen ; Nicola Bruti-Liberati |
| 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 | Mathematik Statistik Wirtschaft Finance Distribution (Probability theory) Economics / Statistics Mathematics Finanzmathematik (DE-588)4017195-4 gnd Zeitdiskrete Approximation (DE-588)4401310-3 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Poisson-Prozess (DE-588)4174971-6 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Mathematik Statistik Wirtschaft Finance Distribution (Probability theory) Economics / Statistics Mathematics Finanzmathematik Zeitdiskrete Approximation Monte-Carlo-Simulation Poisson-Prozess Stochastische Differentialgleichung |
| url | https://doi.org/10.1007/978-3-642-13694-8 |
| volume_link | (DE-604)BV035421331 |
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