Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2010.07.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2010.07.001 / rank | |||
Normal rank | |||
Revision as of 04:48, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump-adapted discretization schemes for Lévy-driven SDEs |
scientific article |
Statements
Jump-adapted discretization schemes for Lévy-driven SDEs (English)
0 references
19 November 2010
0 references
Lévy-driven stochastic differential equation
0 references
Euler scheme
0 references
jump-adapted discretization
0 references
weak approximation
0 references
Libor market model with jumps
0 references
0 references
0 references
