Platen, Eckhard. <br/><br/>
Numerical solution of stochastic differential equations with jumps in finance  [electronic resource] / 
by Eckhard Platen, Nicola Bruti-Liberati. 
 - Berlin, Heidelberg :  Springer-Verlag Berlin Heidelberg,  2010. 
 - 1online resource (xxviii, 856 pages) :  illustrations, digital ;  24 cm. 
 - Stochastic modelling and applied probability,  64  0172-4568 ; .
<br/><br/><label>ISBN: </label>9783642136948 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic differential equations.<br/>Jump processes.<br/>Probability Theory and Stochastic Processes.<br/>Statistics for Business/Economics/Mathematical Finance/Insurance.
<br/><br/><label>LC Class. No.: </label>QA274.23  / .P53 2010 
<br/><br/><label>Dewey Class. No.: </label>519.2