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Question: Simulation and solution to SDEs with jumps?

Question:Simulation and solution to SDEs with jumps?

Luna Laurent 121 Maple
April 19 2008
0

Hi all,

I am looking for toolboxes that can handle simulation and solution of
SED with jumps, say levy processes, jump diffusion processes, etc.
Could anybody give me some pointers to really good ones in Maple and
Matlab? I did google search myself and have some findings... however I
would like to know some really good ones and popular ones so I can
discuss with fellow users more conveniently...

Thanks!
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