Numerical solution of stochastic differential equations with jumps in finance - Platen, Eckhard; Bruti-Liberati, Nicola; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010)
Keywords: Stochastic differential equations; Jump processes; Probability Theory and Stochastic Processes; Statistics for Business/Economics/Mathematical Finance/Insurance.