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A Benchmark approach to quantitative finance

by Platen, E.

Material type: book Book; Format: print ; Literary form: not fiction Publisher: Heidelberg Springer 2010Availability: Items available for loan: [Call number: 332.051PLA] (1).

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Numerical Solution of Stochastic Differential Equations With Jumps in Finance

by Platen, E.

Material type: book Book; Format: print ; Literary form: not fiction Publisher: New York Springer 2007Availability: Items available for loan: [Call number: 519.22 PLA] (1).

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