Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722): Difference between revisions
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scientific article
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English | Stability of numerical methods for jump diffusions and Markovian switching jump diffusions |
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Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (English)
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29 September 2014
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jump diffusions
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Markovian switching
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numerical methods
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stability
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Poisson processes
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