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1. Functionals of Multidimensional Diffusions with Applications to Finance
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Author:
Baldeaux, Jan; Baldeaux; Platen, Eckhard
Publisher:
Dordrecht Springer International Publishing 2013
Format:
e-book
2. Numerical Solution of Stochastic Differential Equations with Jumps in Finance
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Author:
Platen, Eckhard; Bruti-Liberati, Nicola
Publisher:
Springer Berlin Heidelberg 2010
Format:
e-book
3. A Benchmark Approach to Quantitative Finance
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Author:
Platen, Eckhard; Avellaneda, M.; Barone-Adesi, G.; Heath, David; Broadie, M.
Publisher:
Springer Berlin Heidelberg 2006
Format:
e-book