TY  - BOOK
AU  - Platen, Eckhard
AU  - Bruti-Liberati, Nicola
TI  - Numerical solution of stochastic differential equations with jumps in finance
SN  - 9783642120572
U1  - 515.35 
PY  - 2010///
CY  - New York
PB  - Springer
KW  - Stochastic differential equations
KW  - Jump processes
KW  - Distribution (Probability theory)
KW  - Statistics
KW  - Mathematics
N1  - 1. SDEs with Jumps --
2. Exact Simulation of Solutions of SDEs --
3. Benchmark Approach to Finance --
4. Stochastic Expansions --
5. Introduction to Scenario Simulation --
6. Regular Strong Taylor Approximations --
7. Regular Strong Ito Approximations --
8. Jump-Adapted Strong Approximations --
9. Estimating Discretely Observed Diffusions --
10. Filtering --
11. Monte Carlo Simulation of SDEs --
12. Regular Weak Taylor Approximations --
3. Jump-Adapted Weak Approximations --
14. Numerical Stability --
15. Martingale Representations and Hedge Ratios --
16. Variance Reduction Techniques --
17. Trees and Markov Chain Approximations --
18. Solutions for Exercises
ER  -