Eckhard Platen

Identifiers

Open LibraryOL3178899A

Top Subjects

Probability & Statistics - General (2)
Differential equations (2)
Markov processes (2)
Mathematics (1)
Data processing (1)
Numerical solutions (1)
Mathematical theory of computation (1)

Books by Eckhard Platen

Total count: 5

Numerical Solution of SDE Through Computer Experiments (Universitext)1st ed. 1994. Corr. 3rd printing edition

Springer2003-01-31
A Benchmark Approach to Quantitative Finance (Springer Finance)

Springer2006-10-28
A Benchmark Approach to Quantitative Finance (Springer Finance)1 edition

Springer2006-11-14
Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Springer2010-01-01
Functionals of Multidimensional Diffusions with Applications to Finance

Springer London, Limited2013-01-01