Martingale Methods in Financial ModellingMarek Musiela Marek Rutkowski
Stochastic Mechanics
Random Media
Signal Processing
and Image Synthesis
Mathematical Economics and Finance
Stochastic Optimization
Stochastic Control
Stochastic Models in Life Sciences
Stochastic Modelling
and Applied Probability
(Formerly:
Applications of Mathematics)
36
Edited by B. Rozovski˘ı
G. Grimmett
Advisory Board D. Dawson
D. Geman
I. Karatzas
F. Kelly
Y. Le Jan
B. Øksendal
G. Papanicolaou
E. Pardoux
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Eckhard Platen
Nicola Bruti-Liberati (1975–2007)
School of Finance and Economics
Department of Mathematical Sciences
University of Technology, Sydney
PO Box 123
Broadway NSW 2007
Australia
eckhard.platen@uts.edu.au
Managing Editors
Boris Rozovski˘ı
Division of Applied Mathematics
Brown University
182 George St
Providence, RI 02912
USA
rozovsky@dam.brown.edu
Geoffrey Grimmett
Centre for Mathematical Sciences
University of Cambridge
Wilberforce Road
Cambridge CB3 0WB
UK
g.r.grimmett@statslab.cam.ac.uk


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