Approximation of jump diffusions in finance and economics (Q2642601): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 07:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of jump diffusions in finance and economics |
scientific article |
Statements
Approximation of jump diffusions in finance and economics (English)
0 references
17 August 2007
0 references
Jump-diffusion processes
0 references
Discrete time approximation
0 references
Simulation
0 references
Strong convergence
0 references
Weak convergence
0 references
Benchmark approach
0 references
Growth Optimal portfolio
0 references
