numerical solution of stochastic differential equations with jumps in finance online kopen

Ben je op zoek naar numerical solution of stochastic differential equations with jumps in finance? Bekijk onze boeken selectie en zie direct bij welke webshop je numerical solution of stochastic differential equations with jumps in finance online kan kopen. Ga je voor een ebook of paperback van numerical solution of stochastic differential equations with jumps in finance. Zoek ook naar accesoires voor numerical solution of stochastic differential equations with jumps in finance. Zo ben je er helemaal klaar voor. Ontdek ook andere producten en koop vandaag nog je numerical solution of stochastic differential equations with jumps in finance met korting of in de aanbieding. Alles voor veel leesplezier!

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above;

Vergelijkbare producten zoals Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Stochastic Integration with Jumps

Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal;

Vergelijkbare producten zoals Stochastic Integration with Jumps

Stochastic Integration with Jumps

Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal;

Vergelijkbare producten zoals Stochastic Integration with Jumps

Numerical Solution of Stochastic Differential Equations

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This;

Vergelijkbare producten zoals Numerical Solution of Stochastic Differential Equations

Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical;

Vergelijkbare producten zoals Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

Nonlinear Analysis, Differential Equations, and Applications

equation in expanding domains, the semi-discrete method for the approximation of the solution of stochastic differential equations, homotopic;

Vergelijkbare producten zoals Nonlinear Analysis, Differential Equations, and Applications

Statistical Methods for Stochastic Differential Equations

. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and;

Vergelijkbare producten zoals Statistical Methods for Stochastic Differential Equations

Stochastic Differential Equations and Processes

. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such;

Vergelijkbare producten zoals Stochastic Differential Equations and Processes

Stochastic Differential Equations and Processes

. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such;

Vergelijkbare producten zoals Stochastic Differential Equations and Processes

Stochastic Partial Differential Equations and Applications

dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and;

Vergelijkbare producten zoals Stochastic Partial Differential Equations and Applications

Stochastic Partial Differential Equations and Applications

dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and;

Vergelijkbare producten zoals Stochastic Partial Differential Equations and Applications

Stochastic Numerics for Mathematical Physics

of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their;

Vergelijkbare producten zoals Stochastic Numerics for Mathematical Physics

Invariant Measures for Stochastic Nonlinear Schroedinger Equations

This book provides some recent advance in the study of stochastic nonlinear Schroedinger equations and their numerical approximations;

Vergelijkbare producten zoals Invariant Measures for Stochastic Nonlinear Schroedinger Equations

Applied Stochastic Control of Jump Diffusions

complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a;

Vergelijkbare producten zoals Applied Stochastic Control of Jump Diffusions

Encyclopedia of Mathematics and its Applications

Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous;

Vergelijkbare producten zoals Encyclopedia of Mathematics and its Applications

Numerical Analysis and Its Applications

Computational Geometry; Numerical Linear Algebra and Numer-ical Solution of Transcendental Equations; Numerical Methods for Differential Equations; High;

Vergelijkbare producten zoals Numerical Analysis and Its Applications

Stochastic Partial Differential Equations

random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and;

Vergelijkbare producten zoals Stochastic Partial Differential Equations

On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

), language: English, abstract: This diploma thesis is concerned with backward stochastic differential equations (BSDEs) with jumps which are driven;

Vergelijkbare producten zoals On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

Monte-carlo Methods and Stochastic Processes

focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear;

Vergelijkbare producten zoals Monte-carlo Methods and Stochastic Processes

Monte-Carlo Methods and Stochastic Processes

focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear;

Vergelijkbare producten zoals Monte-Carlo Methods and Stochastic Processes

Intro To Computational Stochastic PDEs

. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo;

Vergelijkbare producten zoals Intro To Computational Stochastic PDEs

An Introduction to Computational Stochastic PDEs

. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo;

Vergelijkbare producten zoals An Introduction to Computational Stochastic PDEs

Backward Stochastic Differential Equations

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations;

Vergelijkbare producten zoals Backward Stochastic Differential Equations

Exact Finite-Difference Schemes

difference schemes for stochastic differential equations Numerical blow-up time Bibliography;

Vergelijkbare producten zoals Exact Finite-Difference Schemes

Numerical Solution of Ordinary Differential Equations

of Ordinary Differential Equations presents a complete and easy-to-follow introduction to classical topics in the numerical solution of ordinary;

Vergelijkbare producten zoals Numerical Solution of Ordinary Differential Equations

Numerical Solution of Hyperbolic Differential Equations

The application of the method of characteristics for the numerical solution of hyperbolic type partial differential equations will be;

Vergelijkbare producten zoals Numerical Solution of Hyperbolic Differential Equations

Numerical Methods for Stochastic Partial Differential Equations with White Noise

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai;

Vergelijkbare producten zoals Numerical Methods for Stochastic Partial Differential Equations with White Noise