Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278): Difference between revisions
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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)
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19 November 2010
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Lévy-driven stochastic differential equation
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Euler scheme
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jump-adapted discretization
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weak approximation
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Libor market model with jumps
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