Numerical Solutions of Jump Diffusions with Markovian Switching (Q2886611)
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scientific article
Language | Label | Description | Also known as |
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English | Numerical Solutions of Jump Diffusions with Markovian Switching |
scientific article |
Statements
1 June 2012
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jump diffusion equations
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Markovian switching
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numerical solutions
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math.NA
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math.PR
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