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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 SDE Through Computer Experiments
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Authors: Peter Eris Kloeden
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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
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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 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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Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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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.