語系
Platen, Eckhard.
概要
| 作品: | 1 作品在 1 項出版品 1 種語言 | |
|---|---|---|
書目資訊
Numerical solution of stochastic differential equations with jumps in finance
by:
Bruti-Liberati, Nicola.; SpringerLink (Online service); Platen, Eckhard.
(書目-語言資料,印刷品)
Contemporary Quantitative Finance = Essays in Honour of Eckhard Platen /
by:
SpringerLink (Online service); Novikov, Alexander.; Chiarella, Carl.
(書目-電子資源)
Numerical solution of SDE through computer experiments /
by:
Platen, Eckhard.; Schurz, Henri.; Kloeden, Peter E.
(書目-語言資料,印刷品)
Numerical solution of stochastic differential equations /
by:
Platen, Eckhard.; Kloeden, Peter E.
(書目-語言資料,印刷品)
Numerical solution of stochastic differential equations with jumps in finance /
by:
Bruti-Liberati, Nicola.; Platen, Eckhard.
(書目-語言資料,印刷品)
主題
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.