Approximation of jump diffusions in finance and economics (Q2642601): Difference between revisions

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Latest revision as of 12:35, 26 June 2024

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Approximation of jump diffusions in finance and economics
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    Approximation of jump diffusions in finance and economics (English)
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    17 August 2007
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    Jump-diffusion processes
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    Discrete time approximation
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    Simulation
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    Strong convergence
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    Weak convergence
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    Benchmark approach
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    Growth Optimal portfolio
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