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Numerical solution of stochastic differential equations with jumps in finance

By: Contributor(s): Material type: TextTextSeries: Stochastic Modelling And Applied Probability / Edited By B. Rozovskii ; V.64Publication details: New York Springer 2010Description: xxviii, 856pISBN:
  • 9783642120572
Subject(s): DDC classification:
  • 519.2 P696nE
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