Simulation and Inference for Stochastic Differential Equations : With R Examples Paperback (With R Examples)
Iacus, Stefano M. · Springer · 2008-06-02
This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date.
- ISBN
- 9780387758381
- 출판일
- 2008-06-02
- 출판사
- Springer
- 저자
- Iacus, Stefano M.
