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Popular by Eckhard Platen David Heath
Functionals of Multidimensional Diffusions with Applications to Finance
Jan Baldeaux & Eckhard Platen
A Benchmark Approach to Quantitative Finance
Eckhard Platen & David Heath
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Eckhard Platen & Nicola Bruti-Liberati
