Approximation of stochastic differential equations driven by α-stable Lévy motion (Q3122805)
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English | Approximation of stochastic differential equations driven by α-stable Lévy motion |
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Approximation of stochastic differential equations driven by α-stable Lévy motion (English)
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5 March 1997
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stochastic differential equations with jumps
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convergence of approximate solutions of stochastic differential equations
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Skorokhod topology
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computer simulations
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Duffie-Harrison option pricing
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