000 | 00731pam a2200193a 44500 | ||
---|---|---|---|
008 | 160408b2010 xxu||||| |||| 00| 0 eng d | ||
020 | _a9783642120572 | ||
040 | _aP K Kelkar Library, IIT Kanpur | ||
082 |
_a519.2 _bP696nE |
||
100 | _aPlaten, Eckhard | ||
245 | 0 |
_aNumerical solution of stochastic differential equations with jumps in finance _cEckhard Platen and Nicola Bruti-Liberati; translated by Peter Winkler |
|
260 |
_aNew York _bSpringer _c2010 |
||
300 | _axxviii, 856p | ||
440 |
_aStochastic Modelling And Applied Probability / Edited By B. Rozovskii _vV.64 |
||
650 | _aStochastic differential equations | ||
650 | _aJump process | ||
700 | _aNicola-Liberati, Bruti | ||
997 | _aA177126 C | ||
999 |
_c373275 _d373275 |