Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Numerical Solution of SDE Through Computer Experiments
Peter Eris Kloeden
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Functionals of Multidimensional Diffusions with Applications to Finance
Jan Baldeaux
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Eckhard Platen
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Eckhard Platen
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