Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Author: Papanicolaou Andrew  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.13, Iss.9, 2013-09, pp. : 1353-1355

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract