Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Q3043428)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities |
scientific article |
Statements
Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (English)
0 references
6 August 2004
0 references
discretization scheme
0 references
jump diffusion process
0 references
state dependent intensity
0 references
