008 |
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100629s2010 gw a b 001 0 eng |
010 |
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|a2010931518
|
015 |
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|a10,N08|2dnb
|
020 |
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|a9783642120572 : |c(hbk.)
|
020 |
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|a9783642136948 : |c(ebk.)
|
020 |
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|a3642120571 : |c(hbk.)
|
035 |
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|a(OCoLC)ocn646114253
|
040 |
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|aBTCTA|beng|cBTCTA|dGWDNB|dYDXCP|dOHX|dBET|dCDX|dIXA|dOCLCQ|dDLC|dTMUE|beng|eaacr
|
042 |
|
|alccopycat
|
050 |
00
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|aQA274.23|b.P538 2010
|
082 |
04
|
|a519.2|222
|
100 |
1
|
|aPlaten, Eckhard.
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245 |
10
|
|aNumerical solution of stochastic differential equations with jumps in finance / |cEckhard Platen, Nicola Bruti-Liberati.
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260 |
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|aBerlin : |bSpringer-Verlag, |cc2010.
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300 |
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|axxviii, 856 p. : |bill. (some col.) ; |c24 cm.
|
490 |
1
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|aStochastic modelling and applied probability ; |v64
|
504 |
|
|aIncludes bibliographical references (p. 793-834) and indexes.
|
650 |
0
|
|aStochastic differential equations.
|
650 |
0
|
|aJump processes.
|
700 |
1
|
|aBruti-Liberati, Nicola.
|
830 |
0
|
|aStochastic modelling and applied probability ; |v64.
|