Functionals Of Multidimensional Diffusions With Applications To FinanceEckhard Platen · First published 2013Open the Tome
Numerical solution of stochastic differential equations with jumps in financeEckhard Platen · First published 2010Open the Tome
Numerical solution of SDE through computer experimentsPeter E. Kloeden, Peter Eris Kloeden, Eckhard Platen, Henri Schurz · First published 1994Open the Tome
