Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability
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Published By Springer Berlin Heidelberg

9783642120572, 9783642136948

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Differential Equations with Jumps

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_1 ◽

2010 ◽

pp. 1-60 ◽

Cited By ~ 4

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Trees and Markov Chain Approximations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_17 ◽

2010 ◽

pp. 697-753

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Markov Chain ◽

Markov Chain Approximations

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Jump-Adapted Strong Approximations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_8 ◽

2010 ◽

pp. 347-388

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Strong Approximations

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Regular Weak Taylor Approximations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_12 ◽

2010 ◽

pp. 507-522

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

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Stochastic Expansions

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_4 ◽

2010 ◽

pp. 187-231

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Stochastic Expansions

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Jump-Adapted Weak Approximations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_13 ◽

2010 ◽

pp. 523-569

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Weak Approximations

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Exact Simulation of Solutions of SDEs

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_2 ◽

2010 ◽

pp. 61-137

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Exact Simulation

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Monte Carlo Simulation of SDEs

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_11 ◽

2010 ◽

pp. 477-505 ◽

Cited By ~ 1

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo

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Benchmark Approach to Finance and Insurance

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_3 ◽

2010 ◽

pp. 139-185

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Benchmark Approach

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Numerical Stability

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability ◽

10.1007/978-3-642-13694-8_14 ◽

2010 ◽

pp. 571-590

Author(s):

Eckhard Platen ◽

Nicola Bruti-Liberati

Keyword(s):

Numerical Stability

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Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied ProbabilityLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Stochastic Differential Equations with Jumps

Trees and Markov Chain Approximations

Jump-Adapted Strong Approximations

Regular Weak Taylor Approximations

Stochastic Expansions

Jump-Adapted Weak Approximations

Exact Simulation of Solutions of SDEs

Monte Carlo Simulation of SDEs

Benchmark Approach to Finance and Insurance

Numerical Stability

Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Stochastic Modelling and Applied Probability
Latest Publications