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