Platen, Eckhard. , <br/><br/>
Numerical solution of stochastic differential equations with jumps in finance   
by Eckhard Platen and Nicola Bruti-Liberati 
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 - Berlin  Springer-Verlag  c2010 
 - xxviii, 856 p.:  ill;  24cm. 
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 - Stochastic modelling and applied probability ;  64. .
<br/><br/> Includes bibliographical references and indexes.  
<br/><br/><label>ISBN: </label>9783642120572 
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<br/><br/><label>Subjects--Index Terms: </label>Probabilities & applied mathematics Stochastic differential equations. Jump processes. 
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<br/><br/><label>Dewey Class. No.: </label>519.2  PLA