Approximation of stochastic differential equations driven by α-stable Lévy motion (Q3122805): Difference between revisions
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Latest revision as of 21:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of stochastic differential equations driven by α-stable Lévy motion |
scientific article |
Statements
Approximation of stochastic differential equations driven by α-stable Lévy motion (English)
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5 March 1997
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stochastic differential equations with jumps
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convergence of approximate solutions of stochastic differential equations
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Skorokhod topology
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computer simulations
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Duffie-Harrison option pricing
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