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Numerical solution of stochastic differential equations with jumps in finance

Platen, Eckhard

Numerical solution of stochastic differential equations with jumps in finance - New York: Springer, 2010 - xxii,856p.: ill.; 23cm.

Includes bibliography and index

ISBN: 978-3-642-12057-2

Subjects--Topical Terms:
Stochastic differential Equations -Numerrical solutions

LC Class. No.: MATH QA274.23.K56 2010

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