Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545)
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scientific article; zbMATH DE number 2233738
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| English | Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. |
scientific article; zbMATH DE number 2233738 |
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Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (English)
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29 November 2005
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Euler scheme
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limit theorems
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0.8776934146881104
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0.8772609233856201
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0.8587327599525452
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0.8564503192901611
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0.8382669687271118
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