Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Platen, Eckhard; Bruti-Liberati, Nicola; SpringerLink (Online service) (Berlin, Heidelberg : Springer Berlin Heidelberg, 2010)
Keywords: Mathematics; Finance; Distribution (Probability theory).; Economics -- Statistics; Mathematics; Probability Theory and Stochastic Processes; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance