Introduction to Financial Option Valuation Mathematics, Stochastics and Computation Higham Desmond J. Heftet / 2004 / Engelsk
Introduction to the Numerical Simulation of Stochastic Differential Equations Higham Desmond J. Innbundet / 2021 / Engelsk
Numerical Methods for Ordinary Differential Equations Initial Value Problems Griffiths, David F. Heftet / 2010 / Engelsk