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Functionals of multidimensional diffusions with applications to finance
by
Baldeaux, Jan
2013
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Numerical solution of stochastic differential equations with jumps in finance
by
Platen, Eckhard
2010
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A Benchmark Approach to Quantitative Finance
by
Platen, Eckhard
2007
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Numerical Solution of Stochastic Differential Equations
by
Kloeden, Peter E.
1992
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/LC.GIF&client=easterncarolinaedu)
/LC.GIF&client=easterncarolinaedu)
