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Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Overview of attention for book
Attention for Chapter 15: Martingale Representations and Hedge Ratios
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Chapter title
Martingale Representations and Hedge Ratios
Chapter number 15
Book title
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Published by
Springer, Berlin, Heidelberg, January 2010
DOI 10.1007/978-3-642-13694-8_15
Book ISBNs
978-3-64-212057-2, 978-3-64-213694-8
Authors

Eckhard Platen, Nicola Bruti-Liberati

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Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Student > Master 1 100%
Readers by discipline Count As %
Mathematics 1 100%