On weak predictor-corrector schemes for jump-diffusion processes in finance (Q2920948)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6349252
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On weak predictor-corrector schemes for jump-diffusion processes in finance |
scientific article; zbMATH DE number 6349252 |
Statements
On Weak Predictor–Corrector Schemes for Jump-Diffusion Processes in Finance (English)
0 references
29 September 2014
0 references
0.8330133557319641
0 references
0.8138948082923889
0 references
0.7826509475708008
0 references
0.7766919732093811
0 references
0.7697718739509583
0 references