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Numerical Solution of Stochastic Differential Equations
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Authors: Peter E. Kloeden
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Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Numerical Solution of Stochastic Differential Equations
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Authors: Peter E. Kloeden
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Type: BOOK - Published: 2011-06-15 - Publisher: Springer Science & Business Media

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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Numerical Solution of SDE Through Computer Experiments
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Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer e
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
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In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of
Applied Stochastic Differential Equations
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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.