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Numerical Solution of Stochastic Differential Equations with Jumps in Finance

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Title
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Published by
Springer Science & Business Media, July 2010
DOI 10.1007/978-3-642-13694-8
ISBNs
978-3-64-212057-2, 978-3-64-213694-8
Authors

Platen, Eckhard, Bruti-Liberati, Nicola, Eckhard Platen, Nicola Bruti-Liberati

Mendeley readers

The data shown below were compiled from readership statistics for 5 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Germany 1 20%
Unknown 4 80%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 2 40%
Professor 1 20%
Professor > Associate Professor 1 20%
Researcher 1 20%
Readers by discipline Count As %
Mathematics 3 60%
Earth and Planetary Sciences 1 20%
Psychology 1 20%