↓ Skip to main content
What is this page? Embed badge

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Overview of attention for book
Cover of 'Numerical Solution of Stochastic Differential Equations with Jumps in Finance'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Stochastic Differential Equations with Jumps
  3. Altmetric Badge
    Chapter 2 Exact Simulation of Solutions of SDEs
  4. Altmetric Badge
    Chapter 3 Benchmark Approach to Finance and Insurance
  5. Altmetric Badge
    Chapter 4 Stochastic Expansions
  6. Altmetric Badge
    Chapter 5 Introduction to Scenario Simulation
  7. Altmetric Badge
    Chapter 6 Regular Strong Taylor Approximations with Jumps
  8. Altmetric Badge
    Chapter 7 Regular Strong Itô Approximations
  9. Altmetric Badge
    Chapter 8 Jump-Adapted Strong Approximations
  10. Altmetric Badge
    Chapter 9 Estimating Discretely Observed Diffusions
  11. Altmetric Badge
    Chapter 10 Filtering
  12. Altmetric Badge
    Chapter 11 Monte Carlo Simulation of SDEs
  13. Altmetric Badge
    Chapter 12 Regular Weak Taylor Approximations
  14. Altmetric Badge
    Chapter 13 Jump-Adapted Weak Approximations
  15. Altmetric Badge
    Chapter 14 Numerical Stability
  16. Altmetric Badge
    Chapter 15 Martingale Representations and Hedge Ratios
  17. Altmetric Badge
    Chapter 16 Variance Reduction Techniques
  18. Altmetric Badge
    Chapter 17 Trees and Markov Chain Approximations
  19. Altmetric Badge
    Chapter 18 Solutions for Exercises
Attention for Chapter 11: Monte Carlo Simulation of SDEs
Altmetric Badge

Citations

dimensions_citation
363 Dimensions

Readers on

mendeley
5 Mendeley
Summary Dimensions citations
So far, Dimensions has found 363 publications that cite this research output.

363

The most recent citing publications are shown below. View all 363 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.