Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (Q2379076)

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Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump
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    Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (English)
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    14 January 2009
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    CIR model
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    compensated Poisson process
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    Euler-Maruyama
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    SV model
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    SVCJ model
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