Produkt mají v nabídce:
Numerical Solution of Stochastic Differential Equations with Jumps in Finance - Platen, Eckhard a Bruti-Liberati, Nicola
The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).