Utvidet returrett til 31. januar 2025

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Om Numerical Solution of Stochastic Differential Equations with Jumps in Finance

It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9783642120572
  • Bindende:
  • Hardback
  • Sider:
  • 856
  • Utgitt:
  • 17. august 2010
  • Dimensjoner:
  • 155x235x38 mm.
  • Vekt:
  • 1491 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 18. desember 2024

Beskrivelse av Numerical Solution of Stochastic Differential Equations with Jumps in Finance

It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

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