Platen, E., & Bruti-Liberati, N. (2010). Numerical Solution of Stochastic Differential Equations with Jumps in Finance. Springer Berlin Heidelberg.
Chicago Style (17th ed.) CitationPlaten, Eckhard, and Nicola Bruti-Liberati. Numerical Solution of Stochastic Differential Equations with Jumps in Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010.
MLA (8th ed.) CitationPlaten, Eckhard, and Nicola Bruti-Liberati. Numerical Solution of Stochastic Differential Equations with Jumps in Finance. Springer Berlin Heidelberg, 2010.
Warning: These citations may not always be 100% accurate.