Posted by **libr** at Sept. 12, 2014

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

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 (1992).

Posted by **interes** at April 2, 2014

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

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 (1992).

Posted by **Specialselection** at April 27, 2012

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

Posted by **ChrisRedfield** at Oct. 24, 2014

Published: 2010-08-17 | ISBN: 3642120571 | PDF | 856 pages | 17 MB

Posted by **libr** at Dec. 29, 2015

English | 2005-04-11 | ISBN: 0521607930 | 293 pages | PDF | 4 mb

Posted by **interes** at Sept. 1, 2015

English | ISBN: 048646900X | 2009 | EPUB | 288 pages | 14,6 MB

Posted by **step778** at July 27, 2015

2006 | pages: 217 | ISBN: 3527406107 | PDF | 2,4 mb

Posted by **arundhati** at July 26, 2015

1985 | ISBN-10: 0198596502 | 352 pages | Djvu | 3 MB

Posted by **DZ123** at May 12, 2015

English | 2008 | ISBN: 3540772057 | PDF | pages: 774 | 4,3 mb

Posted by **step778** at April 14, 2015

2006 | pages: 491 | ISBN: 3540290761 | PDF | 7,7 mb