Languages
Platen, Eckhard.
Overview
| Works: | 1 works in 1 publications in 1 languages | |
|---|---|---|
Titles
Numerical solution of stochastic differential equations with jumps in finance
by:
Bruti-Liberati, Nicola.; SpringerLink (Online service); Platen, Eckhard.
(Language materials, printed)
Contemporary Quantitative Finance = Essays in Honour of Eckhard Platen /
by:
Chiarella, Carl.; SpringerLink (Online service); Novikov, Alexander.
(Electronic resources)
Numerical solution of SDE through computer experiments /
by:
Platen, Eckhard.; Schurz, Henri.; Kloeden, Peter E.
(Language materials, printed)
Numerical solution of stochastic differential equations /
by:
Platen, Eckhard.; Kloeden, Peter E.
(Language materials, printed)
Numerical solution of stochastic differential equations with jumps in finance /
by:
Bruti-Liberati, Nicola.; Platen, Eckhard.
(Language materials, printed)
Subjects
Probability Theory and Stochastic Processes.
Numerical Analysis.
Stochastic differential equations- Numerical solutions.
Finance- Mathematical models.
Stochastic differential equations- Numerical solutions
Jump processes.
Mathematics.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Platen, Eckhard.
Calculus of Variations and Optimal Control; Optimization.
Stochastic differential equations.