LIBROS DEL AUTOR: nicola bruti liberati

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  • Numerical Solution of Stochastic Differential Equations with Jumps in Finance
    Eckhard Platen / Nicola Bruti-Liberati
    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 of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations...
    Disponible

    175,14 €

  • Numerical Solution of Stochastic Differential Equations with Jumps in Finance
    Eckhard Platen / Nicola Bruti-Liberati
    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 of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stocha...
    Disponible

    173,78 €