Local Linear Approximations of Jump Diffusion Processes (Q5488998)
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scientific article; zbMATH DE number 5056751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Linear Approximations of Jump Diffusion Processes |
scientific article; zbMATH DE number 5056751 |
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Local Linear Approximations of Jump Diffusion Processes (English)
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25 September 2006
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stochastic differential equation
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numerical integration
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local linearization method
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pseudo-likelihood method
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