Approximation of jump diffusions in finance and economics (Q2642601)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of jump diffusions in finance and economics |
scientific article |
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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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