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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...
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