Numerical Solution of Stochastic Differential Equations with Jumps in Finance Eckhard Platen School of Finance and Economics and School of Mathematical Sciences University of Technology, Sydney Kloeden, P.E. & Pl, E.: Numerical Solution of Stochastic Differential Equations Springer, Applications of Mathematics 23 (1992,1995,1999). Pl, E. & Heath, D.: A Benchmark Approach to Quantitative Finance, Springer Finance (2010). Pl, E. & Bruti-Niberati, N.: Numerical Solution of SDEs with Jumps in Finance, Springer, Stochastic Modelling and Applied Probability 64 (2010).
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Numerical Solution of Stochastic DifferentialEquations with Jumps in Finance
Eckhard PlatenSchool of Finance and Economics and School of Mathematical Sciences
University of Technology, Sydney
Kloeden, P.E.& Pl, E.: Numerical Solution of Stochastic Differential Equations
Springer, Applications of Mathematics23 (1992,1995,1999).
Pl, E.& Heath, D.: A Benchmark Approach to Quantitative Finance,Springer Finance (2010).
Pl, E.& Bruti-Niberati, N.: Numerical Solution of SDEs with Jumps in Finance,
Springer, Stochastic Modelling and Applied Probability64 (2010).
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