Numerical solutions of regime-switching jump diffusions (Q278452): Difference between revisions

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Latest revision as of 21:28, 11 July 2024

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Numerical solutions of regime-switching jump diffusions
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    Numerical solutions of regime-switching jump diffusions (English)
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    2 May 2016
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    numerical solution
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    stochastic differential equation
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    random switching
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    jump diffusion
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