Jump Diffusion is very popular topic in finance in recent years.This is one Springer book on jump diffusion. Enjoy it

1 Stochastic Calculus with Jump diffiusions .................. 1
1.1BasicdefinitionsandresultsonL′evyProcesses.............1
1.2TheIt^oformulaandrelatedresults........................5
1.3L′evystochasticdi?erentialequations......................10
1.4TheGirsanovtheoremandapplications....................12
1.5Applicationtofinance....................................19
1.6Exercises...............................................22
2 Optimal Stopping of Jump Di?usions ...................... 27
2.1Ageneralformulationandaverificationtheorem............27
2.2Applicationsandexamples..............................

[此贴子已经被作者于2008-6-30 13:49:51编辑过]