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