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Mathematics and Statistics Series. Hoboken, NJ: John Wiley & Sons; London: ISTE (ISBN 978-1-84821-839-0/hbk; 978-1-119-14506-6/ebook). xiv, 297 p. (2016).
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Rogers, L. C. G. (ed.) et al., Numerical methods in finance. Session at the Isaac Newton Institute, Cambridge, GB, 1995. Cambridge: Cambridge Univ. Press. 215-231 (1997).
MSC:  91B24 60H15 91B28 35R60 60G40 35K85
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