Numerical solution of stochastic differential equations with jumps in finance:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2010
|
| Schriftenreihe: | Stochastic modelling and applied probability
64 |
| Schlagworte: | |
| Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UER01 UPA01 Volltext |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783642120572 9783642136948 |
| DOI: | 10.1007/978-3-642-13694-8 |
Internformat
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Datensatz im Suchindex
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| author | Platen, Eckhard 1949- Bruti-Liberati, Nicola |
| author_GND | (DE-588)115479201 |
| author_facet | Platen, Eckhard 1949- Bruti-Liberati, Nicola |
| author_role | aut aut |
| author_sort | Platen, Eckhard 1949- |
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| building | Verbundindex |
| bvnumber | BV036703144 |
| classification_rvk | SK 920 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)699656774 (DE-599)BSZ327015292 |
| dewey-full | 519.22 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.22 |
| dewey-search | 519.22 |
| dewey-sort | 3519.22 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-642-13694-8 |
| format | Electronic eBook |
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| id | DE-604.BV036703144 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:46:10Z |
| institution | BVB |
| isbn | 9783642120572 9783642136948 |
| language | English |
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| series | Stochastic modelling and applied probability |
| series2 | Stochastic modelling and applied probability |
| spelling | Platen, Eckhard 1949- Verfasser (DE-588)115479201 aut Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen ; Nicola Bruti-Liberati Berlin [u.a.] Springer 2010 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Stochastic modelling and applied probability 64 Mathematik Statistik Wirtschaft Finance Distribution (Probability theory) Economics / Statistics Mathematics Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Zeitdiskrete Approximation (DE-588)4401310-3 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Poisson-Prozess (DE-588)4174971-6 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 s Poisson-Prozess (DE-588)4174971-6 s Zeitdiskrete Approximation (DE-588)4401310-3 s Monte-Carlo-Simulation (DE-588)4240945-7 s Finanzmathematik (DE-588)4017195-4 s DE-604 Bruti-Liberati, Nicola Verfasser aut Stochastic modelling and applied probability 64 (DE-604)BV035421331 64 https://doi.org/10.1007/978-3-642-13694-8 Verlag Volltext |
| spellingShingle | Platen, Eckhard 1949- Bruti-Liberati, Nicola Numerical solution of stochastic differential equations with jumps in finance Stochastic modelling and applied probability Mathematik Statistik Wirtschaft Finance Distribution (Probability theory) Economics / Statistics Mathematics Finanzmathematik (DE-588)4017195-4 gnd Zeitdiskrete Approximation (DE-588)4401310-3 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Poisson-Prozess (DE-588)4174971-6 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4401310-3 (DE-588)4240945-7 (DE-588)4174971-6 (DE-588)4057621-8 |
| title | Numerical solution of stochastic differential equations with jumps in finance |
| title_auth | Numerical solution of stochastic differential equations with jumps in finance |
| title_exact_search | Numerical solution of stochastic differential equations with jumps in finance |
| title_full | Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen ; Nicola Bruti-Liberati |
| title_fullStr | Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen ; Nicola Bruti-Liberati |
| title_full_unstemmed | Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen ; Nicola Bruti-Liberati |
| title_short | Numerical solution of stochastic differential equations with jumps in finance |
| title_sort | numerical solution of stochastic differential equations with jumps in finance |
| topic | Mathematik Statistik Wirtschaft Finance Distribution (Probability theory) Economics / Statistics Mathematics Finanzmathematik (DE-588)4017195-4 gnd Zeitdiskrete Approximation (DE-588)4401310-3 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Poisson-Prozess (DE-588)4174971-6 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Mathematik Statistik Wirtschaft Finance Distribution (Probability theory) Economics / Statistics Mathematics Finanzmathematik Zeitdiskrete Approximation Monte-Carlo-Simulation Poisson-Prozess Stochastische Differentialgleichung |
| url | https://doi.org/10.1007/978-3-642-13694-8 |
| volume_link | (DE-604)BV035421331 |
| work_keys_str_mv | AT plateneckhard numericalsolutionofstochasticdifferentialequationswithjumpsinfinance AT brutiliberatinicola numericalsolutionofstochasticdifferentialequationswithjumpsinfinance |