tailieunhanh - Numerical Solution of Stochastic Differential Equations with Jumps in Finance

It has been mentioned in the Preface that the material of this book has been arranged in a way that should make it accessible to as wide a readership as possible. Prospective readers will have different backgrounds and objectives. The following four groups are suggestions to help use the book more efficiently. | rd Platen Bruti-Liberati Numerical Solution of Stochastic Differential Equations with Jumps in Finance Springer Stochastic Mechanics Random Media Signal Processing and Image Synthesis Mathematical Economics and Finance Stochastic Optimization Stochastic Control Stochastic Models in Life Sciences Stochastic Modelling and Applied Probability Formerly Applications of Mathematics 64 Edited by Advisory Board B. Rozovskii G. Grimmett M. Hairer I. Karatzas F. P. Kelly A. Kyprianou Y. Le Jan B. 0ksendal G. Papanicolaou E. Pardoux E. Perkins For other titles in this series go to http series .

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