Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cnsns.2010.09.029 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2087319430 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4433608 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for nonlinear stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5479951 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The semi-implicit Euler method for stochastic differential delay equation with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of numerical solutions to stochastic delay differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump-Diffusion Model for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2740458 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solutions of stochastic differential delay equations under local Lipschitz condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5429735 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps / rank
 
Normal rank

Latest revision as of 12:08, 4 July 2024

scientific article
Language Label Description Also known as
English
Numerical methods for a class of jump-diffusion systems with random magnitudes
scientific article

    Statements

    Numerical methods for a class of jump-diffusion systems with random magnitudes (English)
    0 references
    0 references
    0 references
    0 references
    23 September 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential delay equations
    0 references
    random jump magnitude
    0 references
    semi-implicit Euler method
    0 references
    0 references