First Order Strong Approximations of Jump Diffusions (Q3431322)
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scientific article; zbMATH DE number 5141322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | First Order Strong Approximations of Jump Diffusions |
scientific article; zbMATH DE number 5141322 |
Statements
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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0.8823516964912415
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0.8821508288383484
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0.8705270290374756
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0.8389056324958801
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0.8138948082923889
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