01326nam0-2200409-i-450-99000921820040332120100908124702.0978-3-642-12057-2Paperback978-3-642-13694-8000921820FED01000921820(Aleph)000921820FED0100092182020100908d2010----km-y0itay50------baengDEa---a---001yyNumerical solution of stochastic differential equations with jumps in financeEckhard Platen, Nicola Bruti-LiberatiBerlinSpringer2010XXIII, 855 p.24 cmStochastic modelling and applied probability64Equazioni differenziali ordinarie stocasticheMetodi Monte_CarloApplicazioni alle scienze attuariali ed alla matematica finanziaria519.221itaPlaten,Eckhard21625Bruti Liberati,Nicola508534ITUNINAREICATUNIMARCBK990009218200403321C-39-(6424412MA1MA160H1065C0562P05Numerical solution of stochastic differential equations with jumps in finance777040UNINA