grateful
发表于 2025-3-21 18:49:21
书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0669218<br><br> <br><br>书目名称Numerical Solution of Stochastic Differential Equations with Jumps in Finance读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0669218<br><br> <br><br>
Noctambulant
发表于 2025-3-21 21:17:00
Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/n/image/669218.jpg
configuration
发表于 2025-3-22 04:20:08
https://doi.org/10.1007/978-3-642-13694-8Variance; jump diffusions; linear optimization; numerical methods; quantitative finance; simulation; stoch
TAIN
发表于 2025-3-22 08:11:51
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藕床生厌倦
发表于 2025-3-22 11:31:58
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neurologist
发表于 2025-3-22 15:52:19
,Regular Strong Itô Approximations, presented in the previous chapter. These approximations belong to the class of regular strong Itô schemes, which includes derivative-free, implicit and predictor-corrector schemes. More details on some of the results to be presented in this chapter can be found in Bruti-Liberati, Nikitopoulos-Sklibosios & Platen . and Bruti-Liberati & Platen ..
NOMAD
发表于 2025-3-22 17:23:18
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savage
发表于 2025-3-22 23:15:00
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称赞
发表于 2025-3-23 03:44:51
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NAUT
发表于 2025-3-23 05:32:18
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