First Order Strong Approximations of Jump Diffusions (Q3431322)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First Order Strong Approximations of Jump Diffusions |
scientific article |
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First Order Strong Approximations of Jump Diffusions (English)
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10 April 2007
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numerical examples
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stochastic differential equations
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Wiener processes
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Poisson random measures
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Merton model
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