Stochastic differential equations with jumps: Simulation

Bruti Liberati, N Platen, E

Permalink

Closed Access

	Filename	Description	Size
	2009004520OK.pdf		1.13 MB	Adobe PDF	View/Open

Copyright Clearance Process

This item is closed access and not available.

Full metadata record

Field	Value	Language
dc.contributor.author	Bruti Liberati, N	en_US
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.contributor.editor	al, RCE	en_US
dc.date.issued	2010-01	en_US
dc.identifier.citation	Encyclopedia of Quantitative Finance, 2010, 1st, pp. 1693 - 1697	en_US
dc.identifier.isbn	9780470057568	en_US
dc.identifier.uri	http://hdl.handle.net/10453/16828
dc.description.abstract	NA	en_US
dc.format	No Code	en_US
dc.publisher	Wiley	en_US
dc.relation.ispartof	Encyclopedia of Quantitative Finance	en_US
dc.title	Stochastic differential equations with jumps: Simulation	en_US
dc.type	Chapter
utslib.location	US	en_US
utslib.for	1403 Econometrics	en_US
utslib.citation.edition	1st	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.edition	1st	en_US
pubs.place-of-publication	US	en_US

Abstract:

NA

Please use this identifier to cite or link to this item: