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Quantitative Finance Volume 13, 2013 - Issue 9
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Book Review

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Andrew Papanicolaou Department of ORFE, Princeton UniversityCorrespondence[email protected]
Pages 1353-1355 | Received 12 Jun 2013, Accepted 15 Jul 2013, Published online: 28 Aug 2013

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Wei Zhang. (2021) The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise. International Journal of Computer Mathematics 98:2, pages 389-413.
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Seiji Harikae, Tianyang Wang & James Dyer. (2018) Valuing Real Options in the Volatile Real World - A Generalized Implied Binomial Tree Approach. SSRN Electronic Journal.
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