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Mathematics - Probability Theory and Stochastic Processes | Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Authors and Editors)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Platen, Eckhard, Bruti-Liberati, Nicola

2010, XXVI, 856p. 169 illus..

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Prof. Eckhard Platen holds the Chair in Quantitative Finance at the University of Technology, Sydney. Author of books on numerical methods for stochastic differential equations and recent book on benchmark approach at Springer Verlag. Has written more than 140 papers in finance, insurance and applied mathematics and serves on the editorial boards of five international journals including Mathematical Finance and Quantitative Finance

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    Numerical Solution of Stochastic Differential Equations

    Series: Stochastic Modelling and Applied Probability, Vol. 23

    Kloeden, Peter E., Platen, Eckhard 1992

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    ISBN 978-3-662-12616-5
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    Numerical Solution of SDE Through Computer Experiments

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    Numerical Solution of Stochastic Differential Equations with Jumps in Finance

    Series: Stochastic Modelling and Applied Probability, Vol. 64

    Platen, Eckhard, Bruti-Liberati, Nicola 2010

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    A Benchmark Approach to Quantitative Finance

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