Numerical Solution of Stochastic Differential Equations with Jumps in Finance
| Year of publication: |
2013
|
|---|---|
| Authors: | Papanicolaou, Andrew |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 9 (1.9.), p. 1353-1355
|