Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Автор:Platen Eckhard Год: 2010 Издание:Springer Страниц: [не указано] ISBN: 9783642120572 In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that...